Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:22, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model |
scientific article |
Statements
Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (English)
0 references
8 May 2019
0 references
local influence diagnostics
0 references
first and second-order approaches
0 references
capital asset pricing model
0 references
Wald test statistic
0 references
