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GRS.test

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Software:104054



CRANGRS.testMaRDI QIDQ104054

GRS Test for Portfolio Efficiency, Its Statistical Power Analysis, and Optimal Significance Level Calculation

Jae H. Kim

Last update: 1 July 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2


Cites work




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