A Test of the Efficiency of a Given Portfolio (Q4729226): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q56445509, #quickstatements; #temporary_batch_1706296832163 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q56445509 / rank | |||
Normal rank | |||
Revision as of 20:36, 26 January 2024
scientific article; zbMATH DE number 4113823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Test of the Efficiency of a Given Portfolio |
scientific article; zbMATH DE number 4113823 |
Statements
A Test of the Efficiency of a Given Portfolio (English)
0 references
1989
0 references
asset pricing
0 references
CAPM
0 references
efficiency
0 references
portfolio of assets
0 references
small sample distribution
0 references
power function
0 references
sensitivity
0 references
portfolio choice
0 references
univariate test
0 references
diagnostic tools
0 references
examples
0 references
multivariate approach
0 references
