skip to content
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach Preview this item
ClosePreview this item
Checking...

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
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

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.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/52660442> # Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "52660442" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/gw> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/10197260#Place/frankfurt_am_main> ; # Frankfurt am Main
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/schatzung> ; # Schätzung
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/usa> ; # USA
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Event/1926_1995> ; # 1926-1995
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/theorie> ; # Theorie
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/statistischer_test> ; # Statistischer Test
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/schatztheorie> ; # Schätztheorie
   schema:about <http://experiment.worldcat.org/entity/work/data/10197260#Topic/capital_asset_pricing_model> ; # Capital Asset Pricing Model
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/18156716> ; # Lynda Khalaf
   schema:contributor <http://viaf.org/viaf/50560604> ; # Jean-Marie Dufour
   schema:creator <http://viaf.org/viaf/20614498> ; # Marie-Claude Beaulieu
   schema:datePublished "2003" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/10197260> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/10197260#Series/discussion_paper_volkswirtschaftliches_forschungszentrum_der_deutschen_bundesbank> ; # Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/10197260#Series/discussion_paper> ; # Discussion paper ;
   schema:name "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach" ;
   schema:productID "52660442" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/52660442#PublicationEvent/frankfurt_am_main_dt_bundesbank_2003> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/10197260#Agent/dt_bundesbank> ; # Dt. Bundesbank
   schema:workExample <http://worldcat.org/isbn/9783935821421> ;
   umbel:isLike <http://d-nb.info/966425677> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/52660442> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/10197260#Agent/dt_bundesbank> # Dt. Bundesbank
    a bgn:Agent ;
   schema:name "Dt. Bundesbank" ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Organization/volkswirtschaftliches_forschungszentrum_frankfurt_main> # Volkswirtschaftliches Forschungszentrum
    a schema:Organization ;
   schema:name "Volkswirtschaftliches Forschungszentrum " ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Place/frankfurt_am_main> # Frankfurt am Main
    a schema:Place ;
   schema:name "Frankfurt am Main" ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Series/discussion_paper> # Discussion paper ;
    a bgn:PublicationSeries ;
   schema:creator <http://experiment.worldcat.org/entity/work/data/10197260#Organization/volkswirtschaftliches_forschungszentrum_frankfurt_main> ; # Volkswirtschaftliches Forschungszentrum
   schema:hasPart <http://www.worldcat.org/oclc/52660442> ; # Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
   schema:name "Discussion paper ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Series/discussion_paper_volkswirtschaftliches_forschungszentrum_der_deutschen_bundesbank> # Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/52660442> ; # Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
   schema:name "Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Topic/capital_asset_pricing_model> # Capital Asset Pricing Model
    a schema:Intangible ;
   schema:name "Capital Asset Pricing Model" ;
    .

<http://experiment.worldcat.org/entity/work/data/10197260#Topic/statistischer_test> # Statistischer Test
    a schema:Intangible ;
   schema:name "Statistischer Test" ;
    .

<http://viaf.org/viaf/18156716> # Lynda Khalaf
    a schema:Person ;
   schema:familyName "Khalaf" ;
   schema:givenName "Lynda" ;
   schema:name "Lynda Khalaf" ;
    .

<http://viaf.org/viaf/20614498> # Marie-Claude Beaulieu
    a schema:Person ;
   schema:familyName "Beaulieu" ;
   schema:givenName "Marie-Claude" ;
   schema:name "Marie-Claude Beaulieu" ;
    .

<http://viaf.org/viaf/50560604> # Jean-Marie Dufour
    a schema:Person ;
   schema:familyName "Dufour" ;
   schema:givenName "Jean-Marie" ;
   schema:name "Jean-Marie Dufour" ;
    .

<http://worldcat.org/isbn/9783935821421>
    a schema:ProductModel ;
   schema:isbn "3935821425" ;
   schema:isbn "9783935821421" ;
    .

<http://www.worldcat.org/title/-/oclc/52660442>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/52660442> ; # Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
   schema:dateModified "2018-11-10" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.