The following pages link to Necessary conditions for the CAPM (Q1357429):
Displaying 30 items.
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Approximate CAPM when preferences are CRRA (Q883129) (← links)
- Testing for ellipsoidal symmetry: a comparison study (Q961151) (← links)
- What kind of new asset will push up the CML? (Q977162) (← links)
- Economically relevant preferences for all observed epsilon (Q993717) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information (Q1270072) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- Conditions for a CAPM equilibrium with positive prices (Q2469851) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- Semiparametric multivariate volatility models (Q2886942) (← links)
- Capital market equilibrium with heterogeneous investors (Q3182750) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- The Capital Asset Pricing Model with Diverse Holding Periods (Q4032485) (← links)
- A NOTE ON THE GENERALIZED MULTIBETA CAPM (Q4372024) (← links)
- The Distribution of Stock Returns When the Market Is Up (Q4412406) (← links)
- Mean–variance efficient portfolios with many assets: 50% short (Q4911223) (← links)
- An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets (Q5019715) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
- Stochastic Spanning (Q6634889) (← links)
