Tests of mean-variance spanning
Raymond Kan and Guofu Zhou
| Year of publication: |
Apr. 2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Kan, Raymond (contributor) ; Zhou, Guofu (contributor) |
| Institutions: | Business Information Centre <Toronto> (contributor) |
| Publisher: |
Toronto : BIC |
| Subject: | mean variance approach | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Schätzung | Estimation | USA | United States | 1970-2007 |
| Extent: | Online-Ressource, 63 p., text ill |
|---|---|
| Series: | Rotman working papers series. - Toronto : BIC, ZDB-ID 2766698-0. - Vol. 2001,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Gesamttitel von der Homepage Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001681234