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R. stermark
Information about the author R. stermark will soon be added to the site.
Found
2 papers
in total
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A super criterion for testing Portfolio Efficiency: Empirical evidence on Finnish stock data
1990
In this paper a Markovian super criterion is formulated for testing the Portfolio...
Portfolio Efficiency of univariate time series models
1990
The paper applies a Markowitz Super Criterion to test the Portfolio Efficiency of...
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