Concepedia
Statistics
Publications
19
Citations
1.9K
H-Index
16
Active since
1968
Affiliations
University of Washington(Current)
Pacific Lutheran University
Zero to Three
Peter A. Frost is an author at University of Washington specializing in economics, finance, and financial economics.
Publications per year
1968–1988
An Empirical Bayes Approach to Efficient Portfolio Selection
Peter A. Frost, James Savarino · Journal of Financial and Quantitative Analysis · 1986 · 410 citations
Business, Finance, Financial Management +17
An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise
T. Kailath, Peter A. Frost · IEEE Transactions on Automatic Control · 1968 · 373 citations
Engineering, Economics, Causal Inference +15
For better performance
Peter A. Frost, James Savarino · The Journal of Portfolio Management · 1988 · 317 citations
An innovations approach to least-squares estimation--Part III: Nonlinear estimation in white Gaussian noise
Peter A. Frost, T. Kailath · IEEE Transactions on Automatic Control · 1971 · 130 citations
Engineering, Electrical Engineering, Econometrics +16
Issuing costs to existing shareholders in competitive and negotiated underwritten public utility equity offerings
Sanjai Bhagat, Peter A. Frost · Journal of Financial Economics · 1986 · 128 citations
Business, Finance, Public Finance +9
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