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  • Search: subject:"multivariate F-test"
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Subject
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CAPM 2 Capital income 2 Estimation 2 Kapitaleinkommen 2 Portfolio selection 2 Portfolio-Management 2 Schätzung 2 Theorie 2 Theory 2 Anlageverhalten 1 Asset pricing 1 Bayes factor 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian test 1 Behavioural finance 1 Bootstrap Simulation Technique 1 Börsenkurs 1 CRSP value-weighted index 1 Conditional multivariate F test 1 Ex-post Sharpe ratio 1 Korea 1 Mean-variance efficiency 1 Money Supply 1 Multivariate Analyse 1 Multivariate analysis 1 Profitability 1 Rao Multivariate F-test 1 Rentabilität 1 Risikoprämie 1 Risk premium 1 Sampling 1 Share price 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Stichprobenerhebung 1 Stock Market Efficiency 1 book-to-market 1
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Article 3
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2 Undetermined 1
Author
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Hatemi-J, Abdulnasser 1 Huei Ching Soo 1 Kao, Lie-Jane 1 Lee, Cheng F. 1 Rahman, Shafiqur 1 Schneider, Matthew J. 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4 1 Journal of Economic Integration 1 Review of Pacific Basin financial markets and policies 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Bayesian portfolio mean-variance efficiency test with sampling error of Sharpe ratio
Kao, Lie-Jane; Huei Ching Soo; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049997
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Tests of alternative asset pricing models using individual security returns and a new multivariate F-test
Rahman, Shafiqur; Schneider, Matthew J. - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950001-1-1950001-34
Persistent link: https://www.econbiz.de/10012156138
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Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology
Hatemi-J, Abdulnasser - In: Journal of Economic Integration 17 (2002), pp. 517-526
This article tests for informational efficiency of the Korean stock market with respect to the money supply. By applying the bootstrap simulation techniques, the results show that the stock market is informationally efficient regarding monetary policy performed during the period 1978-2000. The...
Persistent link: https://www.econbiz.de/10010991754
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