Pages that link to "Item:Q3475094"
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The following pages link to Measuring portfolio efficiency: a critique (Q3475094):
Displaying 15 items.
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Residual risk revisited (Q914318) (← links)
- Nonparametric tests of efficiency of portfolio investment (Q1119145) (← links)
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (Q1278696) (← links)
- On the number of securities which constitute an efficient portfolio (Q1313170) (← links)
- Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function (Q1431697) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading (Q1676700) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- A Mean-Variance Analysis of Self-Financing Portfolios (Q3114766) (← links)
- Optimality criteria for comparing efficient portfolios (Q3770249) (← links)
- Why Do We Reject the Mean-Variance Model? (Q4211600) (← links)
- Adjustment costs in mean-variance efficiency analysis (Q4883834) (← links)