Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Francisco Peñaranda; Enrique Sentana
| Year of publication: |
2012
|
|---|---|
| Authors: | Peñaranda, Francisco ; Sentana, Enrique |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 170.2012, 2, p. 303-324
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Momentenmethode | Method of moments | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009685912