The econometrics of mean-variance efficiency tests : a survey
Enrique Sentana
| Year of publication: |
2009
|
|---|---|
| Authors: | Sentana, Enrique |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 3, p. 65-101
|
| Subject: | Ökonometrie | Econometrics | Portfolio-Management | Portfolio selection | CAPM | Schätztheorie | Estimation 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/10003948817