Work

23 Statistical methods in tests of portfolio efficiency: A synthesis

Year: 1996

Type: book-chapter

Source: Handbook of statistics

DOI: 10.1016/s0169-7161(96)14025-6

Author: Jay Shanken

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1550648564

FWCI: 4.492

Cites: 68

Cited by: 63

Related to: 10