A Markov Test for Alpha
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References listed on IDEAS
- Hulebak, Karen, 2001. "Risk Management," Agricultural Outlook Forum 2001 33049, United States Department of Agriculture, Agricultural Outlook Forum.
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KeywordsAlpha; Markov inequality; Hypothesis test;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2011-10-09 (Econometrics)
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