E-LIB Suche - Ergebnisse für: Shanken, Jay

1

Model Comparison with Sharpe Ratios:

Barillas, Francisco ; Kan, Raymond ; Robotti, Cesare.
Journal of Financial and Quantitative Analysis. 55 (2019) 6 - p. 1840-1874 , 2019

Link: https://doi.org/10.1017/..

2

Comparing Asset Pricing Models:

BARILLAS, FRANCISCO ; SHANKEN, JAY
The Journal of Finance. 73 (2018) 2 - p. 715-754 , 2018

Link: https://www.jstor.org/st..

3

Comparing Asset Pricing Models:

BARILLAS, FRANCISCO ; SHANKEN, JAY
The Journal of Finance. 73 (2018) 2 - p. 715-754 , 2018

Link: https://doi.org/10.1111/..

4

Which Alpha?:

Barillas, Francisco ; Shanken, Jay
The Review of Financial Studies. 30 (2017) 4 - p. 1316-1338 , 2017

Link: http://www.jstor.org/sta..

5

Which Alpha?:

Barillas, Francisco ; Shanken, Jay
The Review of Financial Studies. 30 (2016) 4 - p. 1316-1338 , 2016

Link: https://doi.org/10.1093/..

6

Which Alpha?

NBER working paper series, no. w21698

Barillas, Francisco ; Shanken, Jay , 2015

Link: https://www.nber.org/pap..

7

Comparing Asset Pricing Models

NBER working paper series, no. w21771

Barillas, Francisco ; Shanken, Jay , 2015

Link: https://www.nber.org/pap..

8

Pricing Model Performance and the Two‐Pass Cross‐Sectional ..:

KAN, RAYMOND ; ROBOTTI, CESARE ; SHANKEN, JAY
The Journal of Finance. 68 (2013) 6 - p. 2617-2649 , 2013

Link: https://doi.org/10.1111/..

9

Pricing Model Performance and the Two-Pass Cross-Sectional ..:

KAN, RAYMOND ; ROBOTTI, CESARE ; SHANKEN, JAY
The Journal of Finance. 68 (2013) 6 - p. 2617-2649 , 2013

Link: https://www.jstor.org/st..

10

Payout yield, risk, and mispricing: A Bayesian analysis:

Shanken, Jay ; Tamayo, Ane
Journal of Financial Economics. 105 (2012) 1 - p. 131-152 , 2012

Link: https://doi.org/10.1016/..

11

A skeptical appraisal of asset pricing tests☆:

Lewellen, Jonathan ; Nagel, Stefan ; Shanken, Jay
Journal of Financial Economics. 96 (2010) 2 - p. 175-194 , 2010

Link: https://doi.org/10.1016/..

12

Pricing Model Performance and the Two-Pass Cross-Sectional ..

NBER working paper series, no. w15047

Kan, Raymond ; Robotti, Cesare ; Shanken, Jay , 2009

Link: https://www.nber.org/pap..

13

A Skeptical Appraisal of Asset-Pricing Tests

NBER working paper series, no. w12360

Lewellen, Jonathan ; Nagel, Stefan ; Shanken, Jay , 2006

Link: https://www.nber.org/pap..

14

Economic forces and the stock market revisited:

Shanken, Jay ; Weinstein, Mark I.
Journal of Empirical Finance. 13 (2006) 2 - p. 129-144 , 2006

Link: https://doi.org/10.1016/..

15

Estimating and Testing Beta Pricing Models: Alternative Met..

NBER working paper series, no. w12055

Shanken, Jay ; Zhou, Guofu , 2006

Link: https://www.nber.org/pap..