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Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach

Author: Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf
Publisher: Frankfurt am Main : Dt. Bundesbank, 2003.
Series: Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>; Discussion paper
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf
ISBN: 3935821425 9783935821421
OCLC Number: 52660442
Description: 37 Seiten : Diagramme.
Series Title: Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>; Discussion paper
Responsibility: Marie-Claude Beaulieu ; Jean-Marie Dufour ; Lynda Khalaf.

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