Subperiod aggregation and the power of multivariate tests of portfolio efficiency
| Year of publication: |
1987
|
|---|---|
| Authors: | Gibbons, Michael R. ; Shanken, Jay |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 19.1987, 2, p. 389-394
|
| Publisher: |
Elsevier |