Tests of Mean-Variance Spanning
Year of publication: |
2012
|
---|---|
Authors: | Kan, Raymond ; Zhou, Guofu |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 13.2012, 1, 5, p. 139-187
|
Publisher: |
China Economics and Management Academy |
Subject: | Mean-variance spanning | Spanning tests | Portfolio efficiency |
-
International diversification with securitized real estate and the veiling glare from currency risk
Kroencke, Tim Alexander, (2011)
-
International diversification with securitized real estate and the veiling glare from currency risk
Kroencke, Tim A., (2012)
-
International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
Schindler, Felix, (2011)
- More ...
-
A New Variance Bound on the Stochastic Discount Factor
Kan, Raymond, (2006)
-
A Critique of the Stochastic Discount Factor Methodology
Kan, Raymond, (1999)
-
Tests of Mean-Variance Spanning
Kan, Raymond, (2001)
- More ...