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

Computational resources for test proposed by Gibbons, Ross, Shanken (1989)<DOI:10.2307/1913625>.

AuthorJae H. Kim
Date of publication2016-09-15 16:16:51
MaintainerJae H. Kim <J.Kim@latrobe.edu.au>
LicenseGPL-2
Version1.0

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