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Testing asset pricing models with changing expectations and an unobservable market portfolio
Gibbons, Michael R.; Ferson, Wayne - In: Journal of Financial Economics 14 (1985) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10005376792
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Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Gibbons, Michael R.; Shanken, Jay - In: Journal of Financial Economics 19 (1987) 2, pp. 389-394
Persistent link: https://www.econbiz.de/10005376924
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Multivariate tests of financial models : A new approach
Gibbons, Michael R. - In: Journal of Financial Economics 10 (1982) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10005122044