A generalization of the non-parametric Henriksson-Merton test of market timing
M. Hashem Pesaran ; Allan G. Timmermann
| Year of publication: |
1994
|
|---|---|
| Authors: | Pesaran, M. Hashem |
| Other Persons: | Timmermann, Allan (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 44.1994, 1, p. 1-7
|
| Subject: | Statistische Methodenlehre | Statistical theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001164053