Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428): Difference between revisions
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Revision as of 08:55, 5 March 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 |
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Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (English)
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8 May 2019
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local influence diagnostics
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first and second-order approaches
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capital asset pricing model
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Wald test statistic
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