Work

General Tests of Latent Variable Models and Mean-Variance Spanning

Year: 1993

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1993.tb04704.x

Authors: WAYNE E. FERSON, STEPHEN R. FOERSTER, DONALD B. KEIM

Institutions: Northwestern University, Western University, University of Washington, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2082020573

FWCI: 9.882

Cites: 75

Cited by: 100

Related to: 10