Exact distribution-free tests of mean-variance efficiency
Sermin Gungor; Richard Luger
| Year of publication: |
2009
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|---|---|
| Authors: | Gungor, Sermin ; Luger, Richard |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 5, p. 816-829
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| Subject: | CAPM | Heteroskedastizität | Heteroscedasticity | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003900411