A test of the efficiency of a given portfolio
by Michael R. Gibbons, Stephen A. Ross, and Jay Shanken
| Year of publication: |
1989
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|---|---|
| Authors: | Gibbons, Michael R. |
| Other Persons: | Ross, Stephen A. (contributor) ; Shanken, Jay (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 57.1989, 5, p. 1121-1152
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| Subject: | Multivariate approach | Portfolio-Management | Portfolio selection | CAPM | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001076157