Concepedia

Shmuel Kandel

SK

Statistics

Publications

40

Citations

4.8K

H-Index

28

Active since

1984

Affiliations

Tel Aviv University(Current)

University of Pennsylvania

University of Chicago

Center for Economic and Policy Research

Shmuel Kandel is an author at Tel Aviv University specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsFinancial EconomicsManagementEconomic AnalysisAsset AllocationStatisticsEmpirical Finance

Publications per year

1984–2013

40

Publications

40

On the Predictability of Stock Returns: An Asset‐Allocation Perspective

Shmuel Kandel, Robert F. Stambaugh · The Journal of Finance · 1996 · 725 citations

Monthly Stock Returns, Bayesian Decision Theory, Asset Allocation +17

Mean‐Variance Spanning

Gur Huberman, Shmuel Kandel · The Journal of Finance · 1987 · 537 citations

Minimum‐variance Frontier, Economics, Portfolio Optimization +12

Asset returns and intertemporal preferences

Shmuel Kandel, Robert F. Stambaugh · Journal of Monetary Economics · 1991 · 380 citations

Economics, Financial Economics, Asset Pricing +6

Expectations and Volatility of Consumption and Asset Returns

Shmuel Kandel, Robert F. Stambaugh · Review of Financial Studies · 1990 · 318 citations

Israel Search, Expectation Formation, Economics +11

Portfolio Inefficiency and the Cross‐section of Expected Returns

Shmuel Kandel, Robert F. Stambaugh · The Journal of Finance · 1995 · 259 citations

Economics, Portfolio Inefficiency, Financial Economics +13

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