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Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode

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  • Davies, Laurie
  • Ronning, Gerd

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  • Davies, Laurie & Ronning, Gerd, 1974. "Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode," Discussion Papers, Series I 41, University of Konstanz, Department of Economics.
    • Handle: RePEc:zbw:kondp1:41
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    1. John S. Chipman, 1973. "The Ordering of Portfolios in Terms of Mean and Variance," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 40(2), pages 167-190.
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    1. Ronning, Gerd, 1974. "Das Verhalten von Aktienkursveränderungen: Eine Überprüfung von Unabhängigkeits- und Verteilungs-Hypothesen anhand von nichtparametrischen Testverfahren," Discussion Papers, Series I 43, University of Konstanz, Department of Economics.

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