Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
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- Fernandes, Marcelo & Mergulhão, João, 2016.
"Anticipatory effects in the FTSE 100 index revisions,"
Journal of Empirical Finance,
Elsevier, vol. 37(C), pages 79-90.
- Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013. "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão 345, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- Marcelo Fernandes & João Mergulhão, 2015. "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers 773, Queen Mary University of London, School of Economics and Finance.
- Raymond Kan & Guofu Zhou, 2012. "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 139-187, May.
- Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
- Penaranda, Francisco, 2007. "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics 24481, London School of Economics and Political Science, LSE Library.
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