A comparison of meanvariance efficiency tests
Year of publication: |
2010
|
---|---|
Authors: | Amengual, Dante ; Sentana, Enrique |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 154.2010, 1, p. 16-34
|
Subject: | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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