Tests of mean-variance spanning
Year of publication: |
2012
|
---|---|
Authors: | Kan, Raymond ; Zhou, Guofu |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 13.2012, 1, p. 139-187
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Schätzung | Estimation | USA | United States | 1970-2007 |
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