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1.
A comparison of growth optimal and mean variance investment policies by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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2.
Positively weighted minimum-variance portfolios and the structure of asset expected returns by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1992
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3.
The inference of tastes and beliefs from bond and stock market data by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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4.
Normality, solvency, and portfolio choice by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1986
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5.
Investment policy implications of the capital asset pricing model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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6.
On the cross-sectional relation between expected returns, betas, and size by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1999
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7.
Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1987
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8.
Capital asset pricing compatible with observed market value weights by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1985
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