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1 Ergebnisse
1
Multivariate Tests of Mean–Variance Efficiency With Possibl..:
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
Journal of Business & Economic Statistics. 25 (2007) 4 - p. 398-410 , 2007
Link:
https://doi.org/10.1198/073500106000000468
RT Journal T1
Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
UL https://suche.suub.uni-bremen.de/peid=cr-10.1198_073500106000000468&Exemplar=1&LAN=DE A1 Beaulieu, Marie-Claude A1 Dufour, Jean-Marie A1 Khalaf, Lynda PB Informa UK Limited YR 2007 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 25 IS 4 SP 398 OP 410 LK http://dx.doi.org/https://doi.org/10.1198/073500106000000468 DO https://doi.org/10.1198/073500106000000468 SF ELIB - SuUB Bremen
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