Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Marie-Claude Beaulieu ; Jean-Marie Dufour ; Lynda Khalaf
| Year of publication: |
2003
|
|---|---|
| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Publisher: |
Frankfurt am Main : Dt. Bundesbank |
| Extent: | 37 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank. - Frankfurt am Main : Dt. Bundesbank. - Vol. 03,01 |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Zsfassung in engl. und dt. Sprache |
| ISBN: | 3-935821-42-5 |
| Source: |
Persistent link: https://www.econbiz.de/10009605976