Implementing mean-variance spanning tests with short-sales constraints
Year of publication: |
2023
|
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Authors: | AitSahlia, Farid ; Doellman, Thomas ; Sardarli, Sabuhi |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1246, ZDB-ID 2701678-X. - Vol. 12.2023, 2, p. 1-12
|
Subject: | mean-variance spanning | constrained multivariate regression | Wald test | mutual funds | short sales | defined contribution plans | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Leerverkauf | Short selling | CAPM | Theorie | Theory | Anlageverhalten | Behavioural finance |
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