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Kane, Alex's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,469 |
Total
Citations
136 |
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1.
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Jacquier, Eric MIT Sloan Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance
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895
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Long-term returns, parameter uncertainty, Bias, maximum likelihood, mean squared error, arithmetic and geometric mean
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2.
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Noh, Jaesun Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance Engle, Robert F. New York University - Leonard N. Stern School of Business - Department of Economics Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS)
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71
(167,786)
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2
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3.
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Chou, Ray Georgia Institute of Technology - College of Management Engle, Robert F. New York University - Leonard N. Stern School of Business - Department of Economics Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS)
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62
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26
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4.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance
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59
(185,155)
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5.
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Bodie, Zvi Boston University - Department of Finance & Economics Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) McDonald, Robert L. Northwestern University - Kellogg School of Management
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54
(193,337)
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6.
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Engle, Robert F. New York University - Leonard N. Stern School of Business - Department of Economics Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Noh, Jaesun Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
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49
(202,005)
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6
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7.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Lee, Youngki Boston University - Center for Polymer Studies Marcus, Alan J. Boston College - Department of Finance
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44
(211,516)
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18
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8.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance McDonald, Robert L. Northwestern University - Kellogg School of Management
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43
(213,510)
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42
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9.
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Bodie, Zvi Boston University - Department of Finance & Economics Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) McDonald, Robert L. Northwestern University - Kellogg School of Management
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37
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2
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10.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance McDonald, Robert L. Northwestern University - Kellogg School of Management
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36
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27
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11.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance
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34
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12.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Lee, Youngki Boston University - Center for Polymer Studies
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27
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13.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Rosenthal, Leonard Bentley University - Department of Finance
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18
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14.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marks, Stephen Gary affiliation not provided to SSRN
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15
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15.
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Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marks, Stephen Gary Boston University - School of Law
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14
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1
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16.
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Engle, Robert F. New York University - Leonard N. Stern School of Business - Department of Economics Hong, Che-Hsiung affiliation not provided to SSRN Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS)
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11
(306,752)
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17.
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Jacquier, Eric MIT Sloan Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance
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arithmetic mean, asset allocation, estimation risk, geometric mean, long-term returns, maximum likelihood, mean-squared error, risk premium, small sample
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18.
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Jacquier, Eric MIT Sloan Kane, Alex University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) Marcus, Alan J. Boston College - Department of Finance
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Portfolio management, asset allocation, investment theory, portfolio theory, quantitative tools, econometric and statistical methods
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Records 1 -
18
of 18 matches
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