The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
Year of publication: |
1984
|
---|---|
Authors: | Kandel, Shmuel |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 13.1984, 4, p. 575-592
|
Subject: | Portfolio-Theorie | Statistik | Schätzmethodik und Testmethodik |
-
Invariance results fro FIML estimation of an integrated model of expenditure and portfolio behaviour
Owen, Dorian, (1983)
-
Efficient estimation of dynamic error components models with panel data
Lee, Lung-fei, (1979)
-
CONRAD : a maximum likelihood program for estimation of non-linear simultaneous equations models
Mellander, Erik, (1987)
- More ...
-
Hunter, David, (2009)
-
An index-contingent trading mechanism : economic implications
Wohl, Avi, (1994)
-
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel, (1994)
- More ...