Measuring portfolio efficiency: a critique

DOI10.1080/00207729008910384zbMATH Open0697.90008OpenAlexW2022540196MaRDI QIDQ3475094

J. K. Sengupta

Publication date: 1990

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729008910384

zbMATH Keywords

financenon-parametric measuresmean variance efficiencytests of portfolio efficiency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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