Work

Exact distribution-free tests of mean-variance efficiency

Year: 2009

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2009.06.003

Authors: Sermin Gungor, Richard Luger

Institution: Emory University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000507136

FWCI: 2.835

Cites: 45

Cited by: 16

Related to: 10