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Shanken, Jay
Ross, Stephen A.
258
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A test of the efficiency of a given portfolio
Gibbons, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
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Yes, the APT is testable
Dybvig, Philip H.
;
Ross, Stephen A.
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
40
(
1985
)
4
,
pp. 1173-1188
Persistent link: https://www.econbiz.de/10002109601
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