Add to ORKGThis paper was prepared for the Econometrics Journal Session on Financial Econometrics tha
Recent Developments in Econometrics (In Danish) survey and assess the developments within econometri...
Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...
RePEc Working Paper series: No. 36/2010The paper discusses alternative Research Assessment Measures ...
Abstract: This paper provides a survey of two generations volatility tests of stock market efficienc...
This presentation was given during the Society of Business, Industry and Economics Annual Meeting
textabstractWe derive empirical tests for the mean-variance efficiency of a given portfolio. The tes...
L’efficience du portefeuille de marché demeure une question controversée. Cet article propose un nou...
This paper deals with portfolio efficiency testing with respect to various criteria
Partial fulfillment for the degree of Masters of Business AdministrationThis paper conducts a number...
textabstractThis study proposes a test for mean-variance efficiency of a given portfolio under gener...
This dissertation consists of three self-contained papers in applied econo-metrics. The frrst chapte...
Multiple variance ratio tests, in rolling window procedure, were applied to weekly data (expressed i...
One of the central messages of this dissertation is that (a) unequal variances may be more prevalent...
Mean-variance (MV) optimization is one of the most impactful frameworks in the world of financial ma...
This paper investigates the economic significance of mean-variance spanning tests using three classi...
Recent Developments in Econometrics (In Danish) survey and assess the developments within econometri...
Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...
RePEc Working Paper series: No. 36/2010The paper discusses alternative Research Assessment Measures ...
Abstract: This paper provides a survey of two generations volatility tests of stock market efficienc...
This presentation was given during the Society of Business, Industry and Economics Annual Meeting
textabstractWe derive empirical tests for the mean-variance efficiency of a given portfolio. The tes...
L’efficience du portefeuille de marché demeure une question controversée. Cet article propose un nou...
This paper deals with portfolio efficiency testing with respect to various criteria
Partial fulfillment for the degree of Masters of Business AdministrationThis paper conducts a number...
textabstractThis study proposes a test for mean-variance efficiency of a given portfolio under gener...
This dissertation consists of three self-contained papers in applied econo-metrics. The frrst chapte...
Multiple variance ratio tests, in rolling window procedure, were applied to weekly data (expressed i...
One of the central messages of this dissertation is that (a) unequal variances may be more prevalent...
Mean-variance (MV) optimization is one of the most impactful frameworks in the world of financial ma...
This paper investigates the economic significance of mean-variance spanning tests using three classi...
Recent Developments in Econometrics (In Danish) survey and assess the developments within econometri...
Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...
RePEc Working Paper series: No. 36/2010The paper discusses alternative Research Assessment Measures ...