On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Jay Shanken
| Year of publication: |
1986
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|---|---|
| Authors: | Shanken, Jay |
| 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. 41.1986, 2, p. 331-337
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001015127