2 research outputs found
Testing Portfolio Efficiency under Alternative Distributions
- Author
- A C Mackinley
- A K Gupta
- A Zellner
- B C Sutradhar
- D Nelson
- E F Fama
- E F Fama
- G Zhou
- H Markowitz
- H Markowitz
- J D Jobson
- J D Jobson
- J E Stiglitz
- J Fleming
- J H Cochrane
- J Lintner
- J Owen
- J Shanken
- K T Fang
- K T Fang
- K T Fang
- M Britten-Jones
- M F M Osborne
- M Gibbons
- M J Best
- M R Gibbons
- N Barberis
- R C Merton
- R F Engle
- R F Stambaugh
- R J Muirhead
- S Kandel
- S Mittnik
- T Bodnar
- T Bolleslev
- Taras Bodnar
- V K Chopra
- W F Sharpe
- W H Green
- Wolfgang Schmid
- Y Kroll
- Ya I Yelejko
- Ya Okhrin
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Sequential Monitoring in Portfolio Management
- Author
- C A Lowry
- E S Page
- F B Alt
- F B Alt
- G Runger
- G V Moustakides
- H Hotelling
- H Markowitz
- H.-M Ngai
- J D Healy
- J D Jobson
- J Shanken
- Jr Pignatiello
- K T Fang
- M Britten-Jones
- M Gibbons
- M J Best
- M Pollak
- M R Gibbons
- Olha Bodnar
- P T Theodossiou
- R B Crosier
- R B Crosier
- R C Merton
- R F Stambaugh
- R J Muirhead
- S Kandel
- S S Prahbu
- S W Roberts
- T Bodnar
- T Severin
- V K Chopra
- Wolfgang Schmid
- Ya I Yelejko
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study