Asymptotic Variances for Tests of Portfolio Efficiency and Factor Model Comparisons with Conditioning Information
Year of publication: |
2019
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Siegel, Andrew F. (contributor) ; Wang, Junbo L. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | CAPM |
Extent: | 1 Online-Ressource (64 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 4, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3330663 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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