Pages that link to "Item:Q3653356"
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The following pages link to The econometrics of mean‐variance efficiency tests: a survey (Q3653356):
Displaying 16 items.
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Pitfalls of significance testing and \(p\)-value variability: an econometrics perspective (Q1622022) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- Econometrics of portfolio risk analysis† (Q3335461) (← links)
- Why Do We Reject the Mean-Variance Model? (Q4211600) (← links)
- Identification-Robust Estimation and Testing of the Zero-Beta CAPM (Q4610595) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003) (← links)
