✦ LIBER ✦

Exact distribution-free tests of mean-variance efficiency

✍ Scribed by Sermin Gungor; Richard Luger

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The econometrics of mean-variance effici

✍ Enrique Sentana 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 379 KB

Nonparametric tests of conditional mean-

✍ Kevin Q. Wang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 234 KB

Tests of conditional mean-variance effic

✍ Charles Engel; Jeffrey A. Frankel; Kenneth A. Froot; Anthony P. Rodrigues 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 765 KB

The Efficiency of Some Distribution-Free

✍ Gottfried E. Noether 📂 Article 📅 1958 🏛 John Wiley and Sons 🌐 English ⚖ 553 KB

Editorial Note: Mean-variance efficiency

📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 242 KB

Exact tests in unbalanced mixed analysis

✍ Burkhardt Seifert 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 580 KB