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