Open AccessPortfolio efficiency tests with conditioning information using empirical likelihood estimation
Author(s) -
Caio Augusto Vigo Pereira
Publication year - 2017
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.11606/d.96.2016.tde-11072016-145134
Subject(s) - estimator , econometrics , portfolio , statistics , mathematics , monte carlo method , maximum likelihood , capital asset pricing model , economics , financial economics