Potential performance and tests of portfolio efficiency
Year of publication: |
1982
|
---|---|
Authors: | Jobson, J. D. ; Korkie, Bob |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 10.1982, 4, p. 433-466
|
Subject: | Kapitalanlage Portefeuilleplanung |
-
Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
-
Tax effects on the allocation of capital among sectors and among individuals : a portfolio approach
Slemrod, Joel, (1982)
-
The substitutability of debt and equity securities
Friedman, Benjamin M., (1983)
- More ...
-
Potential performance and tests of portfolio efficiency
Jobson, J. D., (1982)
-
Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
Jobson, J. D., (1983)
-
Jobson, J. D., (1989)
- More ...