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Testing for market timing ability : A framework for forecast evaluation

, and . Journal of Financial Economics, 19 (1): 169--189 (September 1987)

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Testing for market timing ability : A framework for forecast evaluation, and . Journal of Financial Economics, 19 (1): 169--189 (September 1987)The empirical foundations of the arbitrage pricing theory, and . Journal of Financial Economics, 21 (2): 213--254 (September 1988)The standard of living debate, rational expectations, and neutrality : Some evidence from the industrial revolution, and . Journal of Monetary Economics, 12 (4): 571--593 (November 1983)Market Frictions and Consumption-Based Asset Pricing, and . Journal of Political Economy, 103 (1): 94 (Jan 1, 1995)doi: 10.1086/261977.Diversification and the Optimal Construction of Basis Portfolios., and . Manag. Sci., 51 (4): 581-598 (2005)