Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Michael R. Gibbons ; Jay Shanken
| Year of publication: |
1987
|
|---|---|
| Authors: | Gibbons, Michael R. |
| Other Persons: | Shanken, Jay (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 2.1987, p. 389-394
|
| Subject: | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001036353