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1.
A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1989
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2.
Statistical inference in two-parameter portfolio theory with multiple regression software by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1983
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3.
Comment by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1974
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4.
Market line deviations and market anomalies with reference to small and large firms by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1986
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5.
On the Jensen measure and marginal improvements in portfolio performance: A note by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1984
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6.
On the jensen measure and marginal improvements in portfolio performance: a note by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1984
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7.
Corrections for trading frictions in multivariate returns by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1989
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8.
Performance hypothesis testing with the sharpe and treynor measures by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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