Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
Year of publication: |
Mars-Juin 2015
|
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Authors: | Gungor, Sermin ; Luger, Richard |
Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 91.2015, 1/2, p. 35-65
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | CAPM |
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