Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances / by Sermin Gungor and Richard Luger.: FB3-2/113-16E-PDF
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| Title | Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances / by Sermin Gungor and Richard Luger. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 46p.graphs, references, tables |
| ISSN | 1701-9397 |
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