Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
Tests of Mean-Variance Spanning
RAYMOND KAN and GUOFU ZHOU
∗
First draft: March, 1997
This version: April, 2001
∗
Kan … Institute, Indiana University, University of California
at Irvine, York University, and participants at the 2000 Northern … Humanities Research Council of Canada.
ABSTRACT
In this paper, we conduct a comprehensive study of tests of mean …