A note on the geometry of Shanken's CSR T2 test for mean variance efficiency
Richard Roll
| Year of publication: |
1985
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| Authors: | Roll, Richard |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 14.1985, 3, p. 349-357
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| Subject: | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
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| 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/10001009729