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9 research outputs found
Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models
Author
Bernard Dumas
Cesare Robotti
+24 more
Chris Kirby
David H Downs
Douglas T Breeden
Douglas T Breeden
Edwin Burmeister
Eugene F Fama
Frans A Deroon
Jagannathan Ravi
John Cochrane
John Cochrane
Lars P Hansen
Lars P Hansen
Lars P Hansen
Lars P Hansen
Louis K C Chan
Marjorie Mcelroy
Nai-Fu Chen
Owen Lamont
Pierluigi Balduzzi
Pierluigi Balduzzi
Robert Merton
Stephen G Cecchetti
Wayne E Ferson
Wayne E Ferson
Publication venue
'Elsevier BV'
Publication date
01/01/2001
Field of study
Full text link
Crossref
Testing for mean-variance spanning: a survey
Author
DeRoon Frans A.
Nijman Theo E.
Publication venue
Publication date
Field of study
No full text
Research Papers in Economics
Testing for mean-variance spanning: a survey
Author
Balduzzi
Bansal
+44 more
Bekaert
Bernardo
Campbell
Chen
Cochrane
Cochrane
Cumby
Dahlquist
DeRoon
DeRoon
DeSantis
Errunza
Fama
Fama
Ferson
Ferson
Ferson
Frans A. DeRoon
Gibbons
Glen
Hansen
Hansen
Hansen
Harvey
Huberman
Ingersoll
Jensen
Jobson
Jobson
Jobson
Kan
Kandel
Kandel
Kirby
Luttmer
MacKinlay
Newey
Shanken
Shanken
Sharpe
Snow
Stevens
Theo E. Nijman
Treynor
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
Who Trades Futures and How: Evidence from the Heating Oil Futures Market
Author
Christopher Culp
Cindy Ma
+19 more
David Hirschfeld
Dawn Dimartino
Dimartino
Edwin Elton
Eric Chang
F T
Franklin Edwards
Frans Deroon
G Haushalter
Gordon M Bodnar
Gordon M Bodnar
Hendrik Bessembinder
Jae Ha Lee
Louis H. Ederington
Michael Hartzmark
Michael Hartzmark
Raymond M Leuthold
Steven Manaster
William Silber
Publication venue
'Elsevier BV'
Publication date
01/01/2000
Field of study
No full text
Crossref
The Efficiency of Pension Menus and Individual Portfolio Choice in 401(K) Pensions
Author
Anders Karlsson
Annamaria Lusardi
+24 more
Christopher R Blake
Daniel Bergstresser
David A Kodde
Edwin J Elton
Edwin J Elton
Elton Blake
Esther Duflo
Frans A Deroon
Gary R. Mottola
Gur Huberman
Jeffrey R Brown
John Ameriks
John Angus
John Hancock
Julie Agnew
Julie Agnew
Laurent E Calvet
Nellie Liang
Ning Tang
Olivia S Mitchell
Olivia S. Mitchell
Shlomo Benartzi
Stephen P. Utkus
Vanguard
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
Incorporating Estimation Risk in Portfolio Choice
Author
? Jorion
? Jorion
+23 more
? Jorion
Bas J. M. Werker
C R Harvey
Ch B Barry
F A ? Deroon
Frans A. de Roon
G Bekaert
G Desantis
G J Alexander
H M Markowitz
H M Markowitz
J D ? Jobson
J L Coles
Jenke R. ter Horst
O Ledoit
P Balduzzi
Ph H Dybvig
R W Klein
S Chen
S J Brown
V Chopra
V S Bawa
W E ? Ferson
Publication venue
'Elsevier BV'
Publication date
01/01/2000
Field of study
No full text
Crossref
The Efficiency of Pension Plan Investment Menus: Investment Choices in Defined Contribution Pension Plans
Author
Anders Karlsson
Andrew W Lo
+28 more
Annamaria Lusardi
Brigitte C Madrian
Christopher R Blake
David A Kode
Edwin J Elton
Frans A Deroon
Gur Huberman
Gur Huberman
James J Choi
James Poterba
Jeffrey R Brown
John Ameriks
John Angus
John F Cogan
John Hancock
Julie Agnew
Julie Agnew
Julie R Agnew
Laurent E Calvet
Luis M Viceira
Nellie Liang
Ning Tang
Olivia S Mitchell
Olivia S. Mitchell
Sheena S Iyengar
Shlomo Benartzi
Yamaguchi
Zvi Bodie
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Empirical Evidence on the Efficiency of Index Options Market in India
Author
Ackert Lucy F.
Ackert Lucy F.
+50 more
Berg Egil
Berkman Henk
Bhargava V.
Black Fischer
Black Fischer
Black Fisher
Brunetti M.
Byström Hans N. E.
Capelle-Blancard G.
Cavallo Laura
Chance Don M.
Chaturvedula C. V.
Chaudhury Mohammed M.
Chesney M.
Cotner John S.
Cox J. C.
Cox John C.
DeRoon Frans
Deville L.
Draper P.
Evnine Jeremy
Finnerty Joseph
Finucane Thomas J.
Galai Dan
Galai Dan
Gould John P.
Gupta R.
Hetson S.
Hou Aijun
Hull J.
Hull J. C.
Jensen M.
Kamara Avraham
Kassouf S. T.
Klemkosky Robert C.
Lefoll Jean
Li Steven
Li Steven
Madan D.
Merton R. C.
Mittnik Stefan
Naik V.
Nandi S.
Phillips Susan M.
Sheikh Aamir
Shleifer Andrei
Smith Tom
Stein E. M.
Stoll Hans
Wagner D.
Publication venue
'SAGE Publications'
Publication date
Field of study
No full text
Crossref