A Test of the Efficiency of a Given Portfolio
A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic has a tractable small sample distribution. Its power function is derived and...
Publications
2 shownDay of the Week Effects and Asset Returns
The number of empirical studies using daily stock returns is rapidly increasing.' Researchers generally assume that the distribution of stock returns is identical for all days o...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 3,572
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.