Pages that link to "Item:Q2630146"
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The following pages link to A comparison of mean-variance efficiency tests (Q2630146):
Displaying 14 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Nonparametric tests of efficiency of portfolio investment (Q1119145) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Measuring portfolio efficiency: a critique (Q3475094) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Why Do We Reject the Mean-Variance Model? (Q4211600) (← links)
- Identification-Robust Estimation and Testing of the Zero-Beta CAPM (Q4610595) (← links)
- Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003) (← links)