Shmuel Kandel
Names
| first: |
Shmuel |
| last: |
Kandel |
Identifer
Contact
Research profile
author of:
- On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio (RePEc:bla:jfinan:v:39:y:1984:i:1:p:63-75)
by Kandel, Shmuel - The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return (RePEc:bla:jfinan:v:41:y:1986:i:2:p:339-46)
by Kandel, Shmuel - Mimicking Portfolios and Exact Arbitrage Pricing (RePEc:bla:jfinan:v:42:y:1987:i:1:p:1-9)
by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F - Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas (RePEc:bla:jfinan:v:42:y:1987:i:2:p:201-20)
by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F - Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion (RePEc:bla:jfinan:v:42:y:1987:i:3:p:620-22)
by Kandel, Shmuel - Mean-Variance Spanning (RePEc:bla:jfinan:v:42:y:1987:i:4:p:873-88)
by Huberman, Gur & Kandel, Shmuel - Portfolio Inefficiency and the Cross-Section of Expected Returns (RePEc:bla:jfinan:v:50:y:1995:i:1:p:157-84)
by Kandel, Shmuel & Stambaugh, Robert F - Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis (RePEc:bla:jfinan:v:51:y:1996:i:1:p:205-25)
by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded - On the Predictability of Stock Returns: An Asset-Allocation Perspective (RePEc:bla:jfinan:v:51:y:1996:i:2:p:385-424)
by Kandel, Shmuel & Stambaugh, Robert F - A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion (RePEc:cpr:ceprdp:4701)
by Kandel, Shmuel & Kuznitz, Arik - A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 (RePEc:cpr:ceprdp:4729)
by Kandel, Shmuel & Zilca, Shlomo - The (Bad?) Timing of Mutual Fund Investors (RePEc:cpr:ceprdp:5243)
by Braverman, Oded & Kandel, Shmuel & Wohl, Avi - The Price Pressure of Aggregate Mutual Fund Flows (RePEc:cup:jfinqa:v:46:y:2011:i:02:p:585-603_00)
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi - Firms' fiscal years, size and industry (RePEc:eee:ecolet:v:29:y:1989:i:1:p:69-75)
by Huberman, Gur & Kandel, Shmuel - Expected inflation, unexpected inflation, and relative price dispersion : An empirical analysis (RePEc:eee:ecolet:v:37:y:1991:i:4:p:383-390)
by Kandel, Shmuel & Ofer, Aharon R. & Sarig, Oded - On the incentives for money managers : A signalling approach (RePEc:eee:eecrev:v:37:y:1993:i:5:p:1065-1081)
by Huberman, Gur & Kandel, Shmuel - A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion (RePEc:eee:eecrev:v:52:y:2008:i:8:p:1338-1352)
by Kuznitz, Arik & Kandel, Shmuel & Fos, Vyacheslav - Do investors prefer round stock prices? Evidence from Israeli IPO auctions (RePEc:eee:jbfina:v:25:y:2001:i:8:p:1543-1551)
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi - Measuring investor sentiment with mutual fund flows (RePEc:eee:jfinec:v:104:y:2012:i:2:p:363-382)
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi - Mutual fund performance evaluation with active peer benchmarks (RePEc:eee:jfinec:v:112:y:2014:i:1:p:1-29)
by Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ - The likelihood ratio test statistic of mean-variance efficiency without a riskless asset (RePEc:eee:jfinec:v:13:y:1984:i:4:p:575-592)
by Kandel, Shmuel - On correlations and inferences about mean-variance efficiency (RePEc:eee:jfinec:v:18:y:1987:i:1:p:61-90)
by Kandel, Shmuel & Stambaugh, Robert F. - Asset returns and intertemporal preferences (RePEc:eee:moneco:v:27:y:1991:i:1:p:39-71)
by Kandel, Shmuel & Stambaugh, Robert F. - Real and nominal effects of central bank monetary policy (RePEc:eee:moneco:v:49:y:2002:i:8:p:1493-1519)
by Kahn, Michael & Kandel, Shmuel & Sarig, Oded - On the Incentives for Money Nanagers: A Signalling Approach (RePEc:fth:colubu:92-16)
by Huberman, G. & Kandel, S. - Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis (RePEc:fth:pennfi:02-95)
by Shmuel Kandel & Aharon R. Ofer & Sarig & Oded - Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) (RePEc:fth:pennfi:03-93)
by Shmuel Kandel & Robert F. Stambaugh - Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) (RePEc:fth:pennfi:04-93)
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh - Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) (RePEc:fth:pennfi:06-94)
by Shmuel Kandel & Robert F. Stambaugh - Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) (RePEc:fth:pennfi:07-90)
by Shmuel Kandel & Robert F. Stambaugh - Bayesian Inference and Portfolio Efficiency (Revised: 4-93) (RePEc:fth:pennfi:08-91)
by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh - An Index-Contingent Trading Mechanism: Economic Implications (RePEc:fth:pennfi:09-94)
by Avi Wohl & Shmuel Kandel - Expectations and Volatility of Long-Horizon Stock Returns (RePEc:fth:pennfi:12-89)
by Shmuel Kandel & Robert F. Stambaugh - The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis (RePEc:fth:pennfi:19-92)
by Shmuel Kandel & Aharon R. Ofer & Oded Sarig - Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis (RePEc:fth:pennfi:2-95)
by Shmuel Kandel & Aharon R. Ofer & Oded Sarig - Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach (RePEc:fth:pennfi:22-98)
by Ayelet Balsam & Shmuel Kandel & Ori Levy - A Mean-Variance Framework for Tests for Asset Pricing Models (RePEc:fth:pennfi:25-88)
by Shumel Kandel & Robert F. Stambaugh - On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) (RePEc:fth:pennfi:27-94)
by Shmuel Kandel & Robert F. Stambaugh - Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) (RePEc:fth:pennfi:3-93)
by Shmuel Kandel & Robert F. Stambaugh - Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) (RePEc:fth:pennfi:4-93)
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh - Modeling Expected Stock Returns for Long and Short Horizons (RePEc:fth:pennfi:42-88)
by Shmuel Kandel & Robert F. Stambaugh - Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) (RePEc:fth:pennfi:6-94)
by Shmuel Kandel & Robert F. Stambaugh - Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) (RePEc:fth:pennfi:7-90)
by Shmuel Kandel & Robert F. Stambaugh - Bayesian Inference and Portfolio Efficiency (Revised: 4-93) (RePEc:fth:pennfi:8-91)
by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh - An Index-Contingent Trading Mechanism: Economic Implications (RePEc:fth:pennfi:9-94)
by Avi Wohl & Shmuel Kandel - Asset Returns, Investment Horizons, And Intertemporal Preferences (RePEc:fth:pennif:7-90)
by Kandel, S. & Stambaugh, R.F. - Bayesian Inference and Portfolio Efficiency (RePEc:fth:pennif:8-91)
by Kandel, S. & McCulloch, R. & Stambaugh, R.F. - Bayesian Inference and Portfolio Efficiency (RePEc:nbr:nberte:0134)
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh - Asset Returns and Intertemporal Preferences (RePEc:nbr:nberwo:3633)
by Shmuel Kandel & Robert F. Stambaugh - Portfolio Inefficiency and the Cross-Section of Expected Returns (RePEc:nbr:nberwo:4702)
by Shmuel Kandel & Robert F. Stambaugh - On the Predictability of Stock Returns: An Asset-Allocation Perspective (RePEc:nbr:nberwo:4997)
by Shmuel Kandel & Robert F. Stambaugh - The Demand for Stocks: An Analysis of IPO Auctions (RePEc:oup:rfinst:v:12:y:1999:i:2:p:227-47)
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi - A Mean-Variance Framework for Tests of Asset Pricing Models (RePEc:oup:rfinst:v:2:y:1989:i:2:p:125-56)
by Kandel, Shmuel & Stambaugh, Robert F - Expectations and Volatility of Consumption and Asset Returns (RePEc:oup:rfinst:v:3:y:1990:i:2:p:207-32)
by Kandel, Shmuel & Stambaugh, Robert F - Learning from Trading (RePEc:oup:rfinst:v:6:y:1993:i:3:p:507-26)
by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded - A Mean-Variance Framework for Tests of Asset Pricing Models: Correction (RePEc:oup:rfinst:v:7:y:1994:i:4:p:803-04)
by Kandel, Shmuel & Stambaugh, Robert F - Bayesian Inference and Portfolio Efficiency (RePEc:oup:rfinst:v:8:y:1995:i:1:p:1-53)
by Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F - Value Line Rank and Firm Size (RePEc:ucp:jnlbus:v:60:y:1987:i:4:p:577-89)
by Huberman, Gur & Kandel, Shmuel - Market Efficiency and Value Line's Record (RePEc:ucp:jnlbus:v:63:y:1990:i:2:p:187-216)
by Huberman, Gur & Kandel, Shmuel - Implications of an Index-Contingent Trading Mechanism (RePEc:ucp:jnlbus:v:70:y:1997:i:4:p:471-88)
by Wohl, Avi & Kandel, Shmuel - Endogenous benchmarks (RePEc:zbw:cfrwps:1002)
by Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ