POTENTIAL PERFORMANCE AND TESTS OF PORTFOLIO EFFICIENCY

[1] ANDERSON TW, 1958, INTRO MULTIVARIATE A

[2] Further aspects of the theory of multiple regression [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1938, 34 : 33 - 40

[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[4] THE LIKELIHOOD RATIO, WALD, AND LAGRANGE MULTIPLIER TESTS - AN EXPOSITORY NOTE [J]. AMERICAN STATISTICIAN, 1982, 36 (03) : 153 - 157

[5] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[6] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[7] IBBOTSON RG, 1979, STOCKS BONDS BILLS I

[8] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[9] PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION [J]. JOURNAL OF FINANCE, 1968, 23 (02) : 389 - 416

[10] A MULTIVARIATE LINEAR-REGRESSION TEST FOR THE ARBITRAGE PRICING THEORY [J]. JOURNAL OF FINANCE, 1982, 37 (04) : 1037 - 1042

[1] ANDERSON TW, 1958, INTRO MULTIVARIATE A

[2] Further aspects of the theory of multiple regression [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1938, 34 : 33 - 40

[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[4] THE LIKELIHOOD RATIO, WALD, AND LAGRANGE MULTIPLIER TESTS - AN EXPOSITORY NOTE [J]. AMERICAN STATISTICIAN, 1982, 36 (03) : 153 - 157

[5] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[6] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[7] IBBOTSON RG, 1979, STOCKS BONDS BILLS I

[8] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[9] PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION [J]. JOURNAL OF FINANCE, 1968, 23 (02) : 389 - 416

[10] A MULTIVARIATE LINEAR-REGRESSION TEST FOR THE ARBITRAGE PRICING THEORY [J]. JOURNAL OF FINANCE, 1982, 37 (04) : 1037 - 1042