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Disambiguation of "Shanken, Jay"

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Problems in measuring portfolio performance An application to contrarian investment strategies

, , and . Journal of Financial Economics, 38 (1): 79--107 (May 1995)

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Jay Jorgenson

Sylvain Jay

Klaus Jay

Emmanuel Jay

Jay Wallace

 

Other publications of authors with the same name

Estimating and testing beta pricing models: Alternative methods and their performance in simulations, and . Journal of Financial Economics, 84 (1): 40--86 (April 2007)Multivariate proxies and asset pricing relations : Living with the Roll critique. Journal of Financial Economics, 18 (1): 91--110 (March 1987)Economic forces and the stock market revisited, and . Journal of Empirical Finance, 13 (2): 129--144 (March 2006)Stock return variation and expected dividends : A time-series and cross-sectional analysis, and . Journal of Financial Economics, 31 (2): 177--210 (April 1992)Mutual fund performance with learning across funds, and . Journal of Financial Economics, 78 (3): 507--552 (December 2005)Problems in measuring portfolio performance An application to contrarian investment strategies, , and . Journal of Financial Economics, 38 (1): 79--107 (May 1995)A Test of the Efficiency of a Given Portfolio, , and . Econometrica, 57 (5): 1121-1152 (September 1989)Book-to-market, dividend yield, and expected market returns: A time-series analysis, and . Journal of Financial Economics, 44 (2): 169--203 (May 1997)Subperiod aggregation and the power of multivariate tests of portfolio efficiency, and . Journal of Financial Economics, 19 (2): 389--394 (December 1987)Intertemporal asset pricing : An Empirical Investigation. Journal of Econometrics, 45 (1-2): 99--120 (00 1990)