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A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency
Home
Publications
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency
RR
Richard Roll
Richard Roll
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1 September 1985
journal article
Published by
Elsevier BV
in
Journal of Financial Economics
Vol. 14
(3)
,
349-357
https://doi.org/10.1016/0304-405x(85)90003-0
Abstract
No abstract available
Keywords
GEOMETRY OF SHANKEN'S
CAPITAL
MEAN/VARIANCE EFFICIENCY
SHANKEN'S CSR
CSR T2
T2 TEST
Cited by 31 articles