Repositorio: "Université de Montreal" |
Idioma:"No aplica" |
Tema:"GARCH" |
Tema:"Monte Carlo test" |
Tema:"CAPM" |
Temas: "efficience de portefeuille" |
Fecha:"2002" |
Tema:"bootstrap" |
capital asset pricing model | (1) |
diagnostics | (1) |
exact test | (1) |
hypothèse linéaire uniforme | (1) |
mean-variance efficiency | (1) |
Más... |
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Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach BEAULIEU, Marie-Claude - DUFOUR, Jean-Marie - KHALAF, Lynda
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