The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
Shmuel Kandel
| Year of publication: |
1984
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|---|---|
| Authors: | Kandel, Shmuel |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 13.1984, 4, p. 575-592
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| Subject: | Portfolio-Theorie | Statistik | Schätzmethodik und Testmethodik |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003595286