Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10014314743
Persistent link: https://www.econbiz.de/10001512547
Persistent link: https://www.econbiz.de/10001771345
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...
Persistent link: https://www.econbiz.de/10001731828
Persistent link: https://www.econbiz.de/10001947329
Persistent link: https://www.econbiz.de/10013490702
Persistent link: https://www.econbiz.de/10015191531
Persistent link: https://www.econbiz.de/10008663010
Persistent link: https://www.econbiz.de/10010204244
Persistent link: https://www.econbiz.de/10010497745