search query: @author Korkie, B. / total: 12
references: 6-12 / 12
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6.
A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency.
Journal of Financial and Quantitative Analysis
1989 : JUN, VOL. 24:2, p. 185-204
 1989 Jobson, J. D.
Korkie, B.
7.
Corrections for trading frictions in multivariate returns
Journal of Finance
1989 : DEC, VOL.44:5, p. 1421-1434
 1989 Korkie, B.
8.
Market line deviations and market anomalies with reference to small and large firms.
Journal of Financial and Quantitative Analysis
1986 : JUN, VOL. 21:2, p. 161-180
 1986 Korkie, B.
9.
On the Jensen measure and marginal improvements in portfolio performance : a note.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 245-251
 1984 Jobson, J. D.
Korkie, B.
10.
Statistical inference in two-parameter portfolio theory with regression software.
Journal of Financial and Quantitative Analysis
1983 : JUN, VOL. 18:2, p. 189-197
 1983 Jobson, J. D.
Korkie, B.
11.
Potential performance and tests of portfolio efficiency.
Journal of Financial Economics
1982 : DEC, VOL. 10:4, p. 433-466
 1982 Jobson, J. D.
Korkie, B.
12.
Potential performance and tests of portfolio efficiency.
Journal of Financial Economics
1982 : DEC, VOL. 10:4, p. 433-466
 1982 Jobson, J. D.
Korkie, B.
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