//-->
Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph, (1992)
The statistics of capture ratios
Jiang, Ruihong, (2022)
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin, (2013)
The optimal construction of internationally diversified equity portfolios hedged against exchange rate uncertainty
Larsen, Glen A., (2000)
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A., (1996)
Universal currency hedging for international equity portfolios under parameter uncertainty
Larsen, Glen A., (1997)