General tests of latent variable models and mean-variance spanning
Wayne E. Ferson, Stephen R. Foerster, and Donald B. Keim
| Year of publication: |
1993
|
|---|---|
| Authors: | Ferson, Wayne E. |
| Other Persons: | Foerster, Stephen Robert (contributor) ; Keim, Donald B. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 48.1993, 1, p. 131-156
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Statistische Methodenlehre | Statistical theory | USA | United States | 1927-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 154 - 156 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001141547