Barr Rosenberg

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0001-3584-3134

Publications

• Investment in Developed and Less Developed Countries — Journal of Financial and Quantitative Analysis 1982
• Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency — The Journal of Finance 1982
• The “Market Model” In Investment Management — The Journal of Finance 1980
• Abstract: The Fundamental Determinants of Risk in Banking — Journal of Financial and Quantitative Analysis 1978
• The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction — Journal of Financial and Quantitative Analysis 1976
• Extra-Market Components of Covariance in Security Returns — Journal of Financial and Quantitative Analysis 1974
• ERROR RATES IN CRSP AND COMPUSTAT DATA BASES AND THEIR IMPLICATIONS — The Journal of Finance 1974
• Linear regression with randomly dispersed parameters — Biometrika 1973
• The Estimation of Stationary Stochastic Regression Parameters Reexamined — Journal of the American Statistical Association 1972
• Statistical Analysis of Price Series Obscured by Averaging Measures — Journal of Financial and Quantitative Analysis 1971