Testing portfolio efficiency with conditioning information
By: Wayne E. Ferson, Andrew F. Siegel.
Contributors: Siegel, Andrew F.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12098.; Working paper series (National Bureau of Economic Research) -- working paper no. 12098.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 52
Subjects: Assets (Accounting) -- Prices -- Econometric models
Notes: "March 2006"

Includes bibliographical references (p. 40-45).

Also available in PDF from the NBER world wide web site (www.nber.org).