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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502