Correcting for heteroscedasticity in tests for market timing ability
Year of publication: |
1986
|
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Authors: | Breen, William |
Other Persons: | Jagannathan, Ravi (contributor) ; Ofer, Aharon R. (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 59.1986, 4, p. 585-598
|
Subject: | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
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