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Growth and fund structures
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/j.1538-7305.1956.tb03809.xopenalex-extracted
A New Interpretation of Information Rate
inferredcites →https://doi.org/10.1007/s00780-007-0047-3openalex-extracted
The numéraire portfolio in semimartingale financial models
inferredcites →https://doi.org/10.1007/s11142-013-9231-1openalex-extracted
The Supraview of Return Predictive Signals
inferredcites →https://doi.org/10.1016/0022-0531(71)90038-xopenalex-extracted
Optimum consumption and portfolio rules in a continuous-time model
inferredcites →https://doi.org/10.1016/0304-405x(76)90004-0openalex-extracted
The effect of estimation risk on optimal portfolio choice
inferredcites →https://doi.org/10.1016/0304-405x(77)90019-8openalex-extracted
Capital asset prices with heterogeneous beliefs
inferredcites →https://doi.org/10.1016/0304-405x(79)90016-3openalex-extracted
An intertemporal asset pricing model with stochastic consumption and investment opportunities
inferredcites →https://doi.org/10.1016/0304-405x(90)90004-jopenalex-extracted
Bayesian inference in asset pricing tests
inferredcites →https://doi.org/10.1016/0304-405x(90)90012-oopenalex-extracted
The numeraire portfolio
inferredcites →https://doi.org/10.1016/j.jeconom.2020.07.009openalex-extracted
Autoencoder Asset Pricing Models
inferredcites →https://doi.org/10.1016/j.jfineco.2012.04.008openalex-extracted
Testing conditional factor models
inferredcites →https://doi.org/10.1016/j.jfineco.2019.05.001openalex-extracted
Characteristics are covariances: A unified model of risk and return
inferredcites →https://doi.org/10.1016/j.jfineco.2019.06.008openalex-extracted
Shrinking the cross-section
inferredcites →https://doi.org/10.1016/j.jfineco.2020.12.003openalex-extracted
Estimating the anomaly base rate
inferredcites →https://doi.org/10.1016/s0304-405x(02)00065-xopenalex-extracted
Investing in equity mutual funds
inferredcites →https://doi.org/10.1016/s0927-5398(03)00007-0openalex-extracted
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
inferredcites →https://doi.org/10.1017/s0022109000004129openalex-extracted
Optimal Portfolio Choice with Parameter Uncertainty
inferredcites →https://doi.org/10.1023/a:1009725805128openalex-extracted
The Role of Learning in Dynamic Portfolio Decisions
inferredcites →https://doi.org/10.1080/01621459.2019.1672555openalex-extracted
The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data
inferredcites →https://doi.org/10.1080/03610917808812081openalex-extracted
The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
inferredcites →https://doi.org/10.1086/497412openalex-extracted
An Exact Bayes Test of Asset Pricing Models with Application to International Markets*
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-extracted
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhaa021openalex-extracted
The Cross-Section of Risk and Returns
inferredcites →https://doi.org/10.1093/rfs/hhg059openalex-extracted
Stock Return Predictability and Asset Pricing Models
inferredcites →https://doi.org/10.1093/rfs/hhv059openalex-extracted
Editor's Choice … and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhx001openalex-extracted
Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
inferredcites →https://doi.org/10.1111/0022-1082.00204openalex-extracted
Portfolio Selection and Asset Pricing Models
inferredcites →https://doi.org/10.1111/0022-1082.00205openalex-extracted
Investing for the Long Run when Returns Are Predictable
inferredcites →https://doi.org/10.1111/0022-1082.00323openalex-extracted
Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1971.tb00924.xopenalex-extracted
MULTI‐PERIOD MEAN‐VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE*
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03064.xopenalex-extracted
PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04538.xopenalex-extracted
Optimal Portfolio Choice Under Incomplete Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-extracted
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1111/jofi.12365openalex-extracted
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.11159/icsta22.004openalex-extracted
Structural Deep Learning in Conditional Asset Pricing
inferredcites →https://doi.org/10.1287/mnsc.1080.0986openalex-extracted
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
inferredcites →https://doi.org/10.2139/ssrn.290281openalex-extracted
An Exact Bayes Test of Asset Pricing Models with Application to International Markets
inferredcites →https://doi.org/10.2307/1910098openalex-extracted
Equilibrium in a Capital Asset Market
inferredcites →https://doi.org/10.2307/1913811openalex-extracted
An Intertemporal Capital Asset Pricing Model
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/2329366openalex-extracted
On the Predictability of Stock Returns: An Asset-Allocation Perspective
inferredcites →https://doi.org/10.2307/2331042openalex-extracted
Bayes-Stein Estimation for Portfolio Analysis
inferredcites →https://doi.org/10.2307/2331144openalex-extracted
Logarithmic Preferences, Myopic Decisions, and Incomplete Information
inferredcites →https://doi.org/10.23943/princeton/9780691218700.001.0001openalex-extracted
Machine Learning in Asset Pricing
inferredcites →https://doi.org/10.3386/w4997openalex-extracted
On the Predictability of Stock Returns: An Asset-Allocation Perspective
inferredcites →https://doi.org/10.3386/w8922openalex-extracted
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
inferredcites →https://doi.org/10.1016/s0304-405x(00)00044-1openalex-snapshot
Comparing asset pricing models: an investment perspective
inferredcites →https://doi.org/10.1111/1540-6261.00580openalex-snapshot
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb01488.xopenalex-snapshot
LONG‐TERM GROWTH IN A SHORT‐TERM MARKET
inferredcites →https://doi.org/10.3905/jpm.2004.110openalex-snapshot
Honey, I Shrunk the Sample Covariance Matrix
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