Pages that link to "Item:Q2630146"

The following pages link to A comparison of mean-variance efficiency tests (Q2630146):

Displaying 7 items.

• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
• Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
• A comparison of mean-variance efficiency tests (Q2630146) (← links)
• New testing approaches for mean-variance predictability (Q2658802) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)