A Bayesian approach to testing portfolio efficiency
Data up to Jan 2025
Total Citations Per Year
Abstract
References (33)
Continuous Univariate Distributions.
1995 • 9,403 citations
Statistical Decision Theory and Bayesian Analysis
1985 • 7,736 citations
FOUNDATIONS OF STATISTICS
2001 • 7,247 citations
Theory of probability
1939 • 6,981 citations
An Introduction to the Theory of Statistics
1911 • 4,589 citations
Optimal Statistical Decisions.
1972 • 3,636 citations
Stastical Decision Theory and Bayesian Analysis.
1988 • 3,052 citations
THE FOUNDATIONS OF STATISTICS
1954 • 2,136 citations
Optimal Statistical Decisions.
1971 • 2,047 citations
An Introduction to the Theory of Statistics
1973 • 1,503 citations
Introduction to the Theory of Statistics, 3rd ed.
1974 • 998 citations
A STATISTICAL PARADOX
1957 • 947 citations
Multivariate tests of financial models
1982 • 632 citations
On the exclusion of assets from tests of the two-parameter model
1982 • 532 citations
Multivariate tests of the zero-beta CAPM
1985 • 460 citations
On the Foundations of Statistical Inference
1962 • 447 citations
Some Empirical Tests of the Theory of Arbitrage Pricing
1983 • 369 citations
On the Foundations of Statistical Inference
1992 • 348 citations
Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test
1938 • 288 citations
Potential performance and tests of portfolio efficiency
1982 • 274 citations
The Foundations of Statistical Inference.
1963 • 273 citations
Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test
1938 • 249 citations
Multivariate proxies and asset pricing relations
1987 • 233 citations
Basic Issues in Econometrics
1985 • 174 citations
On correlations and inferences about mean-variance efficiency
1987 • 165 citations
Basic Issues in Econometrics
1986 • 158 citations
On multivariate tests of the CAPM
1987 • 157 citations
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm
1983 • 155 citations
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
1984 • 93 citations
Testing Portfolio Efficiency when the Zero‐Beta Rate is Unknown: A Note
1986 • 75 citations
A Monte Carlo investigation of the accuracy of multivariate CAPM tests
1985 • 68 citations
A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency
1985 • 49 citations
Algorithm AS 123: Mixtures of Beta Distributions
1978 • 15 citations