General Tests of Latent Variable Models and Mean Variance Spanning.
| Year of publication: |
1992
|
|---|---|
| Authors: | Ferson, W.E. ; Foerster, S.R. ; Keim, D.B. |
| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Subject: | economic models | stock market | risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 39 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005245215