Implementing mean-variance spanning tests with short-sales constraints
Farid AitSahlia, Thomas Doellman and Sabuhi Sardarli
| Year of publication: |
2023
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|---|---|
| Authors: | AitSahlia, Farid ; Doellman, Thomas ; Sardarli, Sabuhi |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1246, ZDB-ID 2701678-X. - Vol. 12.2023, 2, p. 1-12
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| Subject: | mean-variance spanning | constrained multivariate regression | Wald test | mutual funds | short sales | defined contribution plans | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Leerverkauf | Short selling | Theorie | Theory | CAPM | Statistischer Test | Statistical test | Pensionskasse | Pension fund | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2023.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014484630