A generalisation of the non-parametric Henriksson-Merton test of market timing
Year of publication: |
1992
|
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Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Publisher: |
Cambridge |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Methodenlehre | Statistical theory |
Extent: | 12 S. |
---|---|
Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9218 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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