Marginal conditional stochastic dominance test for efficiency of capitalization-weighted market portfolio
Year of publication: |
2007
|
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Authors: | Chow, K. Victor ; Hu, Ou |
Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 2.2007, 1/2, p. 127-143
|
Subject: | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | USA | United States | Theorie | Theory |
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