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Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
Dufour, Jean-Marie, (2003)
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models
DUFOUR, Jean-Marie, (2003)
Identification-Robust Estimation and Testing of the Zero-Beta CAPM
Beaulieu, Marie-Claude, (2013)