Bootstrap tests of mean-variance efficiency with multiple portfolio groupings / by Sermin Gungor and Richard Luger. : FB3-2/114-51E-PDF
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Department/Agency | Bank of Canada. |
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Title | Bootstrap tests of mean-variance efficiency with multiple portfolio groupings / by Sermin Gungor and Richard Luger. |
Series title | Bank of Canada working paper1701-93972014-51 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Note(s) | Résumé en français. |
Publishing information | Ottawa - Ontario : Bank of Canada November 2014. |
Description | 34p.references, tables |
ISSN | 1701-9397 |
Catalogue number |
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