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Publications by Jay A. Shanken

Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations

SSRN Electronic Journal
2006English

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Estimating Structural Bond Pricing Models

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Testing Alternative Ground Water Models Using Cross-Validation and Other Methods

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Methods of Testing, Rating and Estimating the Heating Seasonal Performance of Heat Pumps

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Alternative Models of Uncertain Commodity Prices for Use With Modern Asset Pricing Methods

Energy Journal
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1998English

Bias Corrections in Testing and Estimating Semiparametric, Single Index Models

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2010English

Alternative Statistical Methods for Estimating Efficacy of Interferon Beta-1b for Multiple Sclerosis Clinical Trials

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2011English

Empirical Testing of Real Option-Pricing Models

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1993English

Blending of Alternative Fuels With Diesel for Cost Efficiency and Their Testing for Engine Performance

International Journal for Research in Applied Science and Engineering Technology
2018English

Alternative Methods of the Beta Coefficient Estimation

International Journal of Trade, Economics and Finance
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