Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model

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Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model.pdf(107.29 KB)
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2019
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Local influence diagnostics, First and second-order approaches, Capital asset pricing model, Wald test statistic
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https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=ISI:000457432300015
 https://repositorio.uc.cl/handle/11534/26443
 https://doi.org/10.1007/s00362-016-0838-8
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