Robert R. Grauer

2.5k total citations · 1 hit paper
40 papers, 1.7k citations indexed

About

Robert R. Grauer is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Robert R. Grauer has authored 40 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Finance, 22 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Robert R. Grauer's work include Financial Markets and Investment Strategies (35 papers), Housing Market and Economics (12 papers) and Stochastic processes and financial applications (12 papers). Robert R. Grauer is often cited by papers focused on Financial Markets and Investment Strategies (35 papers), Housing Market and Economics (12 papers) and Stochastic processes and financial applications (12 papers). Robert R. Grauer collaborates with scholars based in Canada, United States and Austria. Robert R. Grauer's co-authors include Michael J. Best, Nils H. Hakansson, John Janmaat, Jaroslava Hlouskova and Xili Zhang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Robert R. Grauer

38 papers receiving 1.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

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

1991 666 citations Michael J. Best, Robert R. Grauer Review of Financial Studies profile →

Peers

Countries citing papers authored by Robert R. Grauer

Since Specialization

Citations

This map shows the geographic impact of Robert R. Grauer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert R. Grauer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert R. Grauer more than expected).

Fields of papers citing papers by Robert R. Grauer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert R. Grauer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert R. Grauer. The network helps show where Robert R. Grauer may publish in the future.

Co-authorship network of co-authors of Robert R. Grauer

This figure shows the co-authorship network connecting the top 25 collaborators of Robert R. Grauer. A scholar is included among the top collaborators of Robert R. Grauer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert R. Grauer. Robert R. Grauer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Limiting losses may be injurious to your wealth 2013 ·Journal of Banking & Finance ·Robert R. Grauer	1
2	Loss-Aversion with Kinked Linear Utility Functions 2013 ·Computational Economics ·Michael J. Best, Robert R. Grauer, Jaroslava Hlouskova, Xili Zhang	9
3	On the Predictability of Stock Market Returns: Evidence from Industry-Rotation Strategies 2008 ·Journal of business and management. ·Robert R. Grauer	0
4	On the power of cross-sectional and multivariate tests of the CAPM 2008 ·Journal of Banking & Finance ·Robert R. Grauer, John Janmaat	28
5	Benchmarking Measures of Investment Performance with Perfect-Foresight and Bankrupt Asset Allocation Strategies 2008 ·The Journal of Portfolio Management ·Robert R. Grauer	2
6	Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model 2001 ·Review of Quantitative Finance and Accounting ·Robert R. Grauer, Nils H. Hakansson	15
7	Gains from Diversifying into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model 1999 ·SSRN Electronic Journal ·Robert R. Grauer, Nils H. Hakansson	1
8	On the Cross‐Sectional Relation between Expected Returns, Betas, and Size 1999 ·The Journal of Finance ·Robert R. Grauer	16
9	Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model 1995 ·Real Estate Economics ·Robert R. Grauer, Nils H. Hakansson	24
10	Stein and CAPM estimators of the means in asset allocation 1995 ·International Review of Financial Analysis ·Robert R. Grauer, Nils H. Hakansson	17
11	The analytics of sensitivity analysis for mean-variance portfolio problems 1992 ·International Review of Financial Analysis ·Michael J. Best, Robert R. Grauer	14
12	On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results breakdown → 1991 ·Review of Financial Studies ·Michael J. Best, Robert R. Grauer	666
13	Further Ambiguity When Performance Is Measured by the Security Market Line 1991 ·Financial Review ·Robert R. Grauer	8
14	The efficient set mathematics when mean-variance problems are subject to general linear constraints 1990 ·Journal of Economics and Business ·Michael J. Best, Robert R. Grauer	66
15	Gains from International Diversification: 1968–85 Returns on Portfolios of Stocks and Bonds 1987 ·The Journal of Finance ·Robert R. Grauer, Nils H. Hakansson	147
16	Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds 1987 ·The Journal of Finance ·Robert R. Grauer, Nils H. Hakansson	45
17	Capital Asset Pricing Compatible with Observed Market Value Weights 1985 ·The Journal of Finance ·Michael J. Best, Robert R. Grauer	7
18	An Alternative Test of the Capital Asset Pricing Model: Reply 1982 ·American Economic Review ·(unknown), Robert R. Grauer	19
19	Higher Return, Lower Risk: Historical Returns on Long-Run, Actively Managed Portfolios of Stocks, Bonds, and Bills, 1936-1978 1982 ·Financial Analysts Journal ·Robert R. Grauer, Nils H. Hakansson	38
20	Generalized two parameter asset pricing models 1978 ·Journal of Financial Economics ·Robert R. Grauer	14

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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