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Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software

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  • Jobson, J. D.
  • Korkie, Bob

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  • Jobson, J. D. & Korkie, Bob, 1983. "Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(02), pages 189-197, June.
  • Handle: RePEc:cup:jfinqa:v:18:y:1983:i:02:p:189-197_01
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    Cited by:

    1. Fernandes, Marcelo & Mergulhão, João, 2016. "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 79-90.
    2. 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.
    3. Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
    4. 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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