Using generalized method of moments to test mean-variance efficiency
Year of publication: |
1991
|
---|---|
Authors: | MacKinlay, Archie Craig |
Other Persons: | Richardson, Matthew (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 2, p. 511-527
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | USA | United States | 1926-1988 |
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