Showing 1 - 10 of 23
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...
Persistent link: https://www.econbiz.de/10010295747
statistische Theorie für die Monte-Carlo-Methode wird abgeleitet. Anhand einer Simulationsuntersuchung wird die Effizienz von …
Persistent link: https://www.econbiz.de/10010295764
Persistent link: https://www.econbiz.de/10003783780
Persistent link: https://www.econbiz.de/10003359534
Persistent link: https://www.econbiz.de/10009242527
Persistent link: https://www.econbiz.de/10010473451
Persistent link: https://www.econbiz.de/10010473459
Persistent link: https://www.econbiz.de/10002173151
Persistent link: https://www.econbiz.de/10001715751
Persistent link: https://www.econbiz.de/10001633671