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
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
Revision as of 19:56, 28 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
