GRS.test: GRS Test for Portfolio Efficiency and Its Statistical Power Analysis
Version 1.0

Computational resources for test proposed by Gibbons, Ross, Shanken (1989).

Package details

AuthorJae H. Kim
Date of publication2016-09-15 16:16:51
MaintainerJae H. Kim <[email protected]>
Package repositoryView on CRAN
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GRS.test documentation built on May 29, 2017, 11:58 a.m.