Subperiod aggregation and the power of multivariate tests of portfolio efficiency
- 31 December 1987
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 19 (2), 389-394
- https://doi.org/10.1016/0304-405x(87)90011-0
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- A Bayesian approach to testing portfolio efficiencyJournal of Financial Economics, 1987
- On multivariate tests of the CAPMJournal of Financial Economics, 1987
- Multivariate tests of the zero-beta CAPMJournal of Financial Economics, 1985
- On the exclusion of assets from tests of the two-parameter model: A sensitivity analysisJournal of Financial Economics, 1982
- Multivariate tests of financial models: A new approachJournal of Financial Economics, 1982