Testing portfolio efficiency with conditioning information
Year of publication: |
2009
|
---|---|
Authors: | Ferson, Wayne E. ; Siegel, Andrew F. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 7, p. 2735-2758
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Unvollkommene Information | Incomplete information | CAPM | Theorie | Theory | USA | United States | 1963-1994 |
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