PORTFOLIO EFFICIENCY TESTS BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.
| Year of publication: |
1990
|
|---|---|
| Authors: | SENGUPTA, J.K. ; PARK, H.S. |
| Subject: | stochastic processes | pricing | economic models | tests | heteroskedasticity |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 37 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005664081