Title of article :
Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio
Author/Authors :
Kevin Q. Wang، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2002
Pages :
37
From page :
133
To page :
169
Keywords :
Nonparametric discount factor , Nonparametric tests , Portfolio choice , Conditional CAPM , Mean-variance efficiency
Journal title :
Journal of Empirical Finance
Serial Year :
2002
Journal title :
Journal of Empirical Finance
Record number :
130709
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130709
