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John David Jobson · Study
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Author
John David Jobson
10 works
· latest 1991
· 2 institutions
cluster: provisional
Works
10 shown
Confidence regions for the mean-variance efficient set: An alternative approach to estimation risk
Review of Quantitative Finance and Accounting
·
1991
·
1 author
55
citations
A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
Journal of Financial and Quantitative Analysis
·
1989
·
2 authors
140
citations
Some Tests of Linear Asset Pricing with Multivariate Normality
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration
·
1985
·
2 authors
53
citations
On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note
The Journal of Finance
·
1984
·
2 authors
42
citations
Potential performance and tests of portfolio efficiency
Journal of Financial Economics
·
1982
·
1 author
266
citations
A Multivariate Linear Regression Test for the Arbitrage Pricing Theory
The Journal of Finance
·
1982
·
1 author
40
citations
Constituent Views of Organizational Effectiveness: Evidence from Police Organizations
Academy of Management Journal
·
1982
·
2 authors
72
citations
Performance Hypothesis Testing with the Sharpe and Treynor Measures
The Journal of Finance
·
1981
·
2 authors
860
citations
Putting Markowitz theory to work
The Journal of Portfolio Management
·
1981
·
2 authors
322
citations
Estimation for Markowitz Efficient Portfolios
Journal of the American Statistical Association
·
1980
·
2 authors
554
citations