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082 0 |a 332.0414  |2 21 
100 1 |a Beaulieu, Marie-Claude 
245 1 0 |a Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach /   |c Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf. 
260 |b Frankfurt : Deutsche Bundesbank. Economic Research Centre, 2003 
300 |a 37 p. 
490 1 |a Discussion paper ;  |v 01/03 
504 |a Bibliografía: p. 28-32. 
505 0 |a 1. Introduction -- 2. Framework -- 3. Mean-variance efficiency tests with a known normalized distribution -- 4. Mean-variance efficiency tests with an incompletely specificed error distribution -- 5. Exact diagnostic checks -- 6. Empirical analysis -- 7. Conclusion -- A. Appendix: finite-sample distributional theory -- B: Monte Carlo tests. 
650 |a ACTIVO FIJO 
650 |a BIENES DE CAPITAL 
650 |a MODELOS ECONOMETRICOS 
650 |a METODO DE MONTECARLO 
650 |a MODELO DE SIMULACION 
856 4 |u http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2003/2003_01_31_dkp_01.pdf?__blob=publicationFile 
830 0 |9 4790  |a Discussion paper (Deutsche Bundesbank)  |p Series 1: Studies of the Economic Research Centre   |v no. 01/03 
942 |c DOCU  |j F 332.0414 B 20591  |2 ddc 
945 |a BEA  |c 2013-06-13 
952 |0 0  |1 0  |4 0  |6 F_332_041400000000000_B_20591_  |7 0  |9 22014  |a BMB  |b BMB  |d 2010-01-01  |l 0  |o F 332.0414 B 20591 F  |p 20591 F  |r 2010-08-26 00:00:00  |u 19626  |w 2010-08-26  |y DOCU 
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