haku: @author Grauer, R. R. / yhteensä: 10
viitteet: 1-10 / 10
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1.
Sensitivity analysis for mean-variance portfolio problems.
Management Science
1991 : AUG, VOL. 37:8, p. 980-989
 1991 Best, M. J.
Grauer, R. R.
2.
Gains from international diversification : 1968-85 returns on portfolios of stocks and bonds.
Journal of Finance
1987 : JUL, VOL. 42:3, p. 721-738
 1987 Grauer, R. R.
Hakkanson, N. H.
3.
A half century of returns on levered and unlevered portfolios of stocks, bonds, and bills, with and without small stocks.
Journal of Business
1986 : APR, VOL. 59:2, part 1, p. 287-318
 1986 Grauer, R. R.
Hakansson, N. H.
4.
Normality, solvency and portfolio choice.
Journal of Financial and Quantitative Analysis
1986 : SEP, VOL. 21:3, p. 265-278
 1986 Grauer, R. R.
5.
Beta in linear risk tolerance economies.
Management Science
1985 : NOV, VOL. 31:11, p. 1390-1402
 1985 Grauer, R. R.
6.
Returns on levered, actively managed long-run portfolios of stocks, bonds and bills, 1934-1983.
Financial Analysts' Journal
1985 : SEP-OCT, VOL. 41:5, p. 24-43
 1985 Grauer, R. R.
Hakansson, N. H.
7.
Higher return, lower risk: Historical returns on long-run, actively managed portfolios of stocks, bonds and bills 1936-1978.
Financial Analysts' Journal
1982 : MAR-APR, VOL. 38:2, p. 39-53
 1982 Grauer, R. R.
Hakansson, N. H.
8.
A comparison of growth optimal and mean variance investment policies.
Journal of Financial and Quantitative Analysis
1981 : MAR, VOL. 16:1, p. 1-21
 1981 Grauer, R. R.
9.
Investment policy implications of the capital asset pricing model.
Journal of Finance
1981 : MAR, VOL. 36:1, p. 127-141
 1981 Grauer, R. R.
10.
Generalized two parameter asset pricing models.
Journal of Financial Economics
1978 : MAR, VOL. 6:1, p. 11-32
 1978 Grauer, R. R.
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