Analyzing investments whose histories differ in length

Statistical Analysis With Missing Data

1989 • 18,117 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Statistical Decision Theory and Bayesian Analysis

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Bayesian Inference in Statistical Analysis.

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An Introduction to Multivariate Statistical Analysis.

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Stastical Decision Theory and Bayesian Analysis.

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Statistical Analysis with Missing Data.

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A Test of the Efficiency of a Given Portfolio

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An Introduction to Bayesian Inference in Econometrics.

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Theory of Financial Decision Making.

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An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

Bayesian Inference in Statistical Analysis

1974 • 1,151 citations

Bayes-Stein Estimation for Portfolio Analysis

1986 • 968 citations

Predictable Risk and Returns in Emerging Markets

1995 • 954 citations

Differential Information and Security Market Equilibrium

1985 • 944 citations

Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions

1997 • 641 citations

The effect of estimation risk on optimal portfolio choice

1976 • 551 citations

Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing

1957 • 494 citations

An Empirical Bayes Approach to Efficient Portfolio Selection

1986 • 407 citations

Maximum Likelihood Estimates for a Multivariate Normal Distribution when Some Observations are Missing

1957 • 377 citations

Estimation Risk and Optimal Portfolio Choice.

1980 • 307 citations

Survival

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Prediction and Decision Problems in Regression Models from the Bayesian Point of View

1965 • 222 citations

The effect of limited information and estimation risk on optimal portfolio diversification

1977 • 181 citations

A Bayesian approach to testing portfolio efficiency

1987 • 119 citations

On the Use of Mean-Variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies

1993 • 115 citations

Bayesian inference in asset pricing tests

1990 • 112 citations

Bayesian Inference and Portfolio Efficiency

1995 • 102 citations

Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions.

1994 • 86 citations

Re-emerging Markets

1998 • 40 citations