search query: @author Shanken, J. / total: 16
reference: 9 / 16
Author: | Gibbons, M. R. Shanken, J. |
Title: | Subperiod aggregation and the power of multivariate tests of portfolio efficiency. |
Journal: | Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 389-394 |
Index terms: | PORTFOLIO INVESTMENT MULTIVARIATE ANALYSIS |
Language: | eng |
Abstract: |
SCIMA