Concepedia

Robert R. Grauer

RR

28

Publications

2.5K

Citations

24

H-Index

1978

Active since

Affiliations

Simon Fraser University(Current)

University of Waterloo

University of California, Berkeley

Robert R. Grauer is an author at Simon Fraser University specializing in finance, business, and management.

Top concepts

FinanceBusinessEconomicsManagementAsset PricingFinancial EconomicsPortfolio ManagementAsset AllocationEconomic AnalysisPortfolio Optimization

Publications per year

1978–2016

28

Publications

28

On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results

Michael J. Best, Robert R. Grauer · Review of Financial Studies · 1991 · 1K citations

Gains from International Diversification: 1968–85 Returns on Portfolios of Stocks and Bonds

Robert R. Grauer, Nils H. Hakansson · The Journal of Finance · 1987 · 208 citations

International Investment, Asset Allocation, Portfolio Management +19

Sensitivity Analysis for Mean-Variance Portfolio Problems

Michael J. Best, Robert R. Grauer · Management Science · 1991 · 157 citations

Mathematical Programming, Parametric Programming, Portfolio Optimization +14

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

Robert R. Grauer, Nils H. Hakansson · Management Science · 1993 · 112 citations

Investment Policies, Portfolio Choice, Asset Pricing +18

Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns

Michael J. Best, Robert R. Grauer · Journal of Financial and Quantitative Analysis · 1992 · 105 citations

Economics, Portfolio Optimization, Asset Pricing +15

Rows per page

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