Specification tests for portfolio regression parameter stationarity and the implications for empirical research
Stanley J. Kon and W. Patrick Lau
| Year of publication: |
1979
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| Authors: | Kon, Stanley J. ; Lau, W. Patrick |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 34.1979, 2, p. 451-465
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| Subject: | Kapitalanlage Portefeuilleplanung | Vereinigte Staaten |
| Description of contents: |
Discussion S. 465-472
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| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002067214