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"Portfolio Efficiency Tests with Conditioning Information - Comparing GMM ..."

Caio Vigo-Pereira, Marcio Laurini (2022)

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DOI: 10.3390/E24121705

access: open

type: Journal Article

metadata version: 2023-01-31

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  dblp key:
  - journals/entropy/VigoPereiraL22
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  - https://dblp.org/rec/journals/entropy/VigoPereiraL22
Caio Vigo-Pereira, Marcio Laurini:
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators. Entropy 24(12): 1705 (2022)

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