Title of article
The econometrics of efficient portfolios
Author/Authors
C. Gourieroux، نويسنده , , A. Monfort، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
41
From page
1
To page
41
Keywords
Risk monitoring , value at risk , Fund separationtheorem , Efficiency test , Expected utility , Efficient portfolio
Journal title
Journal of Empirical Finance
Serial Year
2005
Journal title
Journal of Empirical Finance
Record number
130788
Link To Document