Robert R. Grauer

On Estimation Risk and Power Utility Portfolio Selection

Robert R. Grauer, Frederick C. Shen, Robert R. Grauer., 2010 .

The analytics of sensitivity analysis for mean-variance portfolio problems

Michael J. Best, Robert R. Grauer, M. Best, 1992 .

Capital Asset Pricing Compatible with Observed Market Value Weights

Michael J. Best, Robert R. Grauer, M. Best, 1985 .

Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model

Nils H. Hakansson, Robert R. Grauer, N. H. Hakansson., 2001 .

Asset Pricing Theory and Tests

Robert R. Grauer, Robert R. Grauer., R. Grauer., 2003 .

Do constraints improve portfolio performance

Robert R. Grauer, Robert R. Grauer., Frederick C. Shen, 2000 .

Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns

Michael J. Best, Robert R. Grauer, M. Best, 1992, Journal of Financial and Quantitative Analysis.

Cross-sectional tests of the CAPM and Fama-French three-factor model

Robert R. Grauer, J. Janmaat, Robert R. Grauer., 2010 .