SUBPERIOD AGGREGATION AND THE POWER OF MULTIVARIATE TESTS OF PORTFOLIO EFFICIENCY

成果类型:
Article
署名作者:
GIBBONS, MR; SHANKEN, J
署名单位:
University of Rochester
刊物名称:
JOURNAL OF FINANCIAL ECONOMICS
ISSN/ISSBN:
0304-405X
DOI:
10.1016/0304-405X(87)90011-0
发表日期:
1987
页码:
389-394
关键词: