The econometrics of mean‐variance efficiency tests: a survey (Q3653356)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The econometrics of mean‐variance efficiency tests: a survey |
scientific article |
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The econometrics of mean‐variance efficiency tests: a survey (English)
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22 December 2009
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elliptical distributions
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exogeneity
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financial returns
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generalized method of moments
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linear factor pricing
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maximum likelihood
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portfolio choice
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stochastic discount factor
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0.9153295
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0.84368926
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