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>.

Version: 1.0
Published: 2016-09-15
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at>
License: GPL-2
NeedsCompilation: no
CRAN checks: GRS.test results


Reference manual: GRS.test.pdf
Package source: GRS.test_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: GRS.test_1.0.tgz, r-oldrel: GRS.test_1.0.tgz


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