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3201
A Monte Carlo investigation of the accuracy of multivariate CAPM tests
Amsler, Christine Elaine
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001009728
Saved in:
3202
A note on the geometry of Shanken's CSR T2 test for mean variance efficiency
Roll, Richard
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 349-357
Persistent link: https://www.econbiz.de/10001009729
Saved in:
3203
Multivariate tests of zero beta CAPM
Shanken, Jay
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
Saved in:
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