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person:"Timmermann, Allan"
subject:"Portfolio selection"
~isPartOf:"DAE working paper"
~person:"Korn, Ralf"
~subject:"Bayesian inference"
~subject:"Strukturbruch"
~type_genre:"Working Paper"
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
;
Timmermann, Allan
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1992
Persistent link: https://www.econbiz.de/10000850865
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