On the Power of the Gibbons-Ross-Shanken Test of Optimality of a Portfolio
2007
Details
Title
On the Power of the Gibbons-Ross-Shanken Test of Optimality of a Portfolio
Author(s)
Bossaerts, P. ; Meloso, Debrah
Date
2007
Keywords
Laboratories
SFI-PB
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > CDM Archives > SFI-PB - Laboratory for Decision Making under Uncertainty
Working papers
Work produced at EPFL
Published
Working papers
Work produced at EPFL
Published
Record creation date
2008-03-12