search query: @author Kandel, S. / total: 15
references: 4-13 / 15
« previous page | next page »
 titleyearauthor
4.
Portfolio inefficiency and the cross-section of expected returns
Journal of Finance
1995 : MAR, VOL. 33:1, p. 157-184
 1995 Kandel, S.
Stambaugh, R.
5.
Bayesian inference and portfolio efficiency
Review of Financial Studies
1995 : SPRING, VOL. 8:1, p. 1-54
 1995 Kandel, S.
McCulloch, R.
Stambaugh, R.
6.
Market efficiency and value line's record.
Journal of Business
1990 : APR, VOL. 63:2, p. 187-216
 1990 Huberman, G.
Kandel, S.
7.
Value Line rank and firm size
Journal of Business
1987 : OCT, VOL. 60:4, p.577-589
 1987 Huberman, G.
Kandel, S.
8.
On correlations and inferences about mean-variance efficiency.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 61-90
 1987 Kandel, S.
Stambaugh, R. F.
9.
Value line rank and firm size.
Journal of Business
1987 : OCT, VOL. 60:4, p. 577-589
 1987 Huberman, G.
Kandel, S.
10.
Mean-variance spanning.
Journal of Finance
1987 : SEPT, VOL. 42:4, p. 873-888
 1987 Huberman, G.
Kandel, S.
11.
Tests of asset pricing with time-varying expected risk premiums and market betas.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 201-220
 1987 Ferson, W. E.
Kandel, S.
Stambaugh, R. F.
12.
Mimicking portfolios and exact arbitrage pricing. ( )
Journal of Finance
1987 : MAR, VOL. 42:1, p. 1-9
 1987 Huberman, G.
Kandel, S.
Stambaugh, R. F.
13.
The geometry of the maximum likelihood estimator of the zero-beta return.
Journal of Finance
1986 : JUN, VOL. 41:2, p. 339-346
 1986 Kandel, S.
« previous page | next page »
SCIMA