Pages that link to "Item:Q1605419"
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The following pages link to A direct test for the mean variance efficiency of a portfolio. (Q1605419):
Displaying 8 items.
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Mean-variance efficiency when investors are not required to invest all their money (Q1262816) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- A Mean-Variance Analysis of Self-Financing Portfolios (Q3114766) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- Measuring portfolio efficiency: a critique (Q3475094) (← links)
- Why Do We Reject the Mean-Variance Model? (Q4211600) (← links)