Shanken, Jay
Jay Shanken
VIAF ID: 62484629 (Personal)
Permalink: http://viaf.org/viaf/62484629
Preferred Forms
- 100 0 _ ‡a Jay Shanken
- 100 1 _ ‡a Shanken, Jay
- 100 1 _ ‡a Shanken, Jay
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- 100 1 _ ‡a Shanken, Jay
4xx's: Alternate Name Forms (7)
5xx's: Related Names (9)
- 510 2 _ ‡a Carnegie-Mellon University
- 510 2 _ ‡a Emory University
- 510 2 _ ‡a Emory University / Goizueta Business School
- 510 2 _ ‡a Emory University ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research (NBER)
- 510 2 _ ‡a National Bureau of Economic Research ‡e Affiliation
- 510 2 _ ‡a University of California Berkeley
- 510 2 _ ‡a University of California Berkeley ‡e Affiliation
Works
Title | Sources |
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An analysis of the traditional risk-return model, 1986: | |
Estimating and testing beta pricing models: alternative methods and their performance in simulations | |
Estimation risk, market efficiency, and the predictability of returns. - | |
Mutual fund performance with learning across funds. - | |
Pathfinding simulation (PATHS) user's guide. - | |
Pricing model performance and the two-pass cross-sectional regression methodology | |
Risk, mispricing, and asset allocation: conditioning on dividend yield | |
A skeptical appraisal of asset-pricing tests |