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A test of the efficiency of a given portfolio in high dimensions
Chernov, Mikhail, (2025)
Nonparametric specification testing of conditional asset pricing models
PeƱaranda, Francisco, (2022)
Assessing Specification Errors in Stochastic Discount Factor Models
Hansen, Lars Peter, (1994)
A note of the predictive power of the variance risk premium : South African evidence benchmarked against the USA
Gopi, Y., (2016)
Benchmarking an allocation to the foreign sub-portfolio from a South African perspective
Rudolph, Josiah, (2023)
A comment on "portfolio rebalancing in South Africa"
Bradfield, D. J., (2015)