A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Year of publication: |
1989
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Authors: | Jobson, J. D. |
Other Persons: | Korkie, Robert M. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 2, p. 185-204
|
Subject: | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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