A Test of the Efficiency of a Given Portfolio (Q4729226)
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scientific article; zbMATH DE number 4113823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Test of the Efficiency of a Given Portfolio |
scientific article; zbMATH DE number 4113823 |
Statements
A Test of the Efficiency of a Given Portfolio (English)
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1989
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asset pricing
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CAPM
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efficiency
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portfolio of assets
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small sample distribution
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power function
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sensitivity
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portfolio choice
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univariate test
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diagnostic tools
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examples
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multivariate approach
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