Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
Sermin Gungor, Richard Luger
| Year of publication: |
Mars-Juin 2015
|
|---|---|
| Authors: | Gungor, Sermin ; Luger, Richard |
| Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 91.2015, 1/2, p. 35-65
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | CAPM |
| 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/10011775768