1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
Kandel is from the Recanati Graduate School of Business Administration, Tel-Aviv University, and the Wharton School, University of Pennsylvania. Stambaugh is from the Wharton School, University of Pennsylvania. The authors are grateful for comments by Yakov Amihud, Eugene Fama, Gur Huberman, Ravi Jagannathan, Craig MacKinlay, Richard Roll, René Stulz, Simon Wheatley, an anonymous referee, and workshop participants at Tel-Aviv University, Temple University, and the University of Pennsylvania.
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Portfolio Inefficiency and the Cross-section of Expected Returns
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1995.tb05170.x
1995 The American Finance Association
Additional Information
How to Cite
KANDEL, S. and STAMBAUGH, R. F. (1995), Portfolio Inefficiency and the Cross-section of Expected Returns. The Journal of Finance, 50: 157–184. doi: 10.1111/j.1540-6261.1995.tb05170.x
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Kandel is from the Recanati Graduate School of Business Administration, Tel-Aviv University, and the Wharton School, University of Pennsylvania. Stambaugh is from the Wharton School, University of Pennsylvania. The authors are grateful for comments by Yakov Amihud, Eugene Fama, Gur Huberman, Ravi Jagannathan, Craig MacKinlay, Richard Roll, René Stulz, Simon Wheatley, an anonymous referee, and workshop participants at Tel-Aviv University, Temple University, and the University of Pennsylvania.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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