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


  • 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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    References listed on IDEAS

    1. Halloran, John A, 1979. "A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls," Journal of Finance, American Finance Association, vol. 34(5), pages 1255-1261, December.
    2. Timothy H. Hannan & Ferdinand Mavinga, 1980. "Expense Preference and Managerial Control: the Case of the Banking Firm," Bell Journal of Economics, The RAND Corporation, vol. 11(2), pages 671-682, Autumn.
    3. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    4. Hannan, Timothy H, 1979. "Expense-Preference Behavior in Banking: A Reexamination," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 891-895, August.
    5. Hakansson, Nils H, 1970. "Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions," Econometrica, Econometric Society, vol. 38(5), pages 587-607, September.
    6. Goldfeld, Stephen M & Jaffee, Dwight M, 1970. "The Determinants of Deposit-Rate Setting by Savings and Loan Associations," Journal of Finance, American Finance Association, vol. 25(3), pages 615-632, June.
    7. Jolivet, Vincent M., 1966. "The Control of Savings and Loan Associations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 1(04), pages 58-71, December.
    8. Baltensperger, Ernst, 1980. "Alternative approaches to the theory of the banking firm," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 1-37, January.
    9. Sherman J. Maisel, 1981. "Risk and Capital Adequacy in Commercial Banks," NBER Books, National Bureau of Economic Research, Inc, number mais81-1, January.
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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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