Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Year of publication: |
2014
|
---|---|
Authors: | Gungor, Sermin ; Luger, Richard |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Econometric and statistical methods | Asset pricing | Financial markets |
Series: | Bank of Canada Working Paper ; 2014-51 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2014-51 [DOI] 804983550 [GVK] hdl:10419/123746 [Handle] RePEc:bca:bocawp:14-51 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing |
Source: |
-
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Gungor, Sermin, (2014)
-
Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
Gungor, Sermin, (2014)
-
Gungor, Sermin, (2013)
- More ...
-
Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
Gungor, Sermin, (2010)
-
Gungor, Sermin, (2013)
-
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Gungor, Sermin, (2014)
- More ...