A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
| Year of publication: |
1989
|
|---|---|
| Authors: | Jobson, J. D. ; Korkie, Bob |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 24.1989, 02, p. 185-204
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |