A comparison of mean-variance efficiency tests (Q2630146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of mean-variance efficiency tests |
scientific article |
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A comparison of mean-variance efficiency tests (English)
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25 July 2016
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adaptivity
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elliptical distributions
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financial returns
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portfolio choice
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semiparametric estimators
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