1989
A Test of the Efficiency of a Given Portfolio
Michael R. Gibbons, Stephen A. Ross, Jay A. Shanken
EconometricaTop-listed
2.5k
cites
Researcher
Jay A. Shanken is a Finance scholar at National Bureau of Economic Research. Research spans Financial Markets and Investment Strategies. 71 works, 14k citations (h-index 37).
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Affiliation on publications · UNSW Sydney
Michael R. Gibbons, Stephen A. Ross, Jay A. Shanken
EconometricaTop-listed
Jonathan W. Lewellen, Stefan Nagel, Jay A. Shanken
Journal of Financial EconomicsTop-listed