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A Test of the Efficiency of a Given Portfolio, , and . Econometrica, 57 (5): 1121-1152 (September 1989)Testing asset pricing models with changing expectations and an unobservable market portfolio, and . Journal of Financial Economics, 14 (2): 217--236 (June 1985)Subperiod aggregation and the power of multivariate tests of portfolio efficiency, and . Journal of Financial Economics, 19 (2): 389--394 (December 1987)Multivariate tests of financial models : A new approach. Journal of Financial Economics, 10 (1): 3--27 (March 1982)Inflation, Real Returns and Capital Investment, and . Journal of Monetary Economics, (1982)A comparison of inflation forecasts, and . Journal of Monetary Economics, 13 (3): 327--348 (May 1984)Inflation, real returns and capital investment, and . Journal of Monetary Economics, 9 (3): 297 - 323 (1982)