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  • PORTFOLIO EFFICIENCY TESTS BAS...
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PORTFOLIO EFFICIENCY TESTS BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.

Year of publication:
1990
Authors: SENGUPTA, J.K. ; PARK, H.S.
Subject: stochastic processes | pricing | economic models | tests | heteroskedasticity
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Type of publication: Book / Working Paper
Notes:
37 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005664081
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