The analysis of a cross section of time series by stochastically convergent parameter regression

von Rosenberg, Barr
Veröffentlicht in Annals of economic and social measurement (1973)

Exra-market components of covariance in security returns

von Rosenberg, Barr
Veröffentlicht in Journal of financial and quantitative analysis (1974)

The behavior of random variables with nonstationary variance and the distribution of security prices

von Rosenberg, Barr
Veröffentlicht 1972

The distribution of the mid-range : a comment

von Rosenberg, Barr
Veröffentlicht in Econometrica (1970)

How active should a portfolio be? : the riskreward tradeoff

von Rosenberg, Barr
Veröffentlicht in Financial analysts' journal (1979)

Random coefficients models : the analysis of a cross section of time series by stochastically convergent parameter regression

von Rosenberg, Barr
Veröffentlicht in Annals of economic and social measurement (1973)

A survey of stochastic parameter regression

von Rosenberg, Barr
Veröffentlicht in Annals of economic and social measurement (1973)

Statistical analysis of price series obscured by averaging measures

von Rosenberg, Barr
Veröffentlicht in Journal of financial and quantitative analysis (1971)

Varying-parameter regression

von Rosenberg, Barr Marvin
Veröffentlicht 1968

Systematic risk of the CRSP equal-weighted common stock index : a history estimated by stochastic-parameter regression

von Ohlson, James
Veröffentlicht in The journal of business (1982)

Error rates in CRSP and compustat data bases and their implications

von Rosenberg, Barr
Veröffentlicht in The journal of finance (1974)

Factor-related and specific returns of common stocks : serial correlations and market ineffiency

von Rosenberg, Barr
Veröffentlicht in The journal of finance (1982)

The prediction of systematic risk

von Rosenberg, Barr
Veröffentlicht 1975

The prediction of systematic and specific risk in common stocks

von Rosenberg, Barr
Veröffentlicht in Journal of financial and quantitative analysis (1973)

Tests of capital asset pricing hypotheses

von Rosenberg, Barr
Veröffentlicht in Research in finance (1979)

Systematic risk of the CRSP equal-weighted common stock index : a history estimated by stochastic-parameter regression

von Ohlson, James
Veröffentlicht 1978

Realistic portfolio optimization

von Rudd, Andrew
Veröffentlicht in Portfolio theory twenty-five years after (1979)

A "market model" in investment management

von Rudd, Andrew
Veröffentlicht in The journal of finance (1980)

Investment in developed and less developed countries

von Errunza, Vihang R.
Veröffentlicht in Journal of financial and quantitative analysis (1982)

The stationary distribution of returns and portfolio separation in capital markets : a fundamental contradiction

von Rosenberg, Barr
Veröffentlicht in Journal of financial and quantitative analysis (1976)