Work

A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency

Year: 1989

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330771

Authors: J. D. Jobson, Bob Korkie

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2147698570

FWCI: 3.899

Cites: 20

Cited by: 140

Related to: 10