search query: @author Jobson, J. D. / total: 7
references: 1-7 / 7
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1.
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.
2.
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.
3.
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.
4.
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.
5.
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.
6.
A multivariate linear regression test for the arbitrage pricing theory.
Journal of Finance
1982 : SEp, VOL. p. 1037-1042
 1982 Jobson, J. D.
7.
Performance hypothesis testing with the Sharpe and Treynor measures.
Journal of Finance
1981 : SEP, VOL. 36:4, p. 889-908
 1981 Jobson, J. D.
Korkie, B. M.
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