Construct · 1 fields · 1 citations

Gibbons-Ross-Shanken test: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

multivariate test of whether a given portfolio is mean-variance efficient, based on the joint significance of intercepts across test assets.

In asset pricing, Gibbons-Ross-Shanken test refers to multivariate test of whether a given portfolio is mean-variance efficient, based on the joint significance of intercepts across test assets. This meaning comes from Gibbons (1989) in Econometrica.[1]

Unit
Recovery means
Measured by

Run it through the Collider, or take the citations with you.

See how Gibbons-Ross-Shanken test sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in Collider Export BibTeX Report this entry

Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs joint2 fields · 2 citationsjingle · one word, two constructs portfolio3 fields · 3 citationsjingle · one word, three constructs

References

Gibbons, M. R., Ross, S. A., & Shanken, J. (1989). A Test of the Efficiency of a Given Portfolio. Econometrica, 57(5), 1121. https://doi.org/10.2307/1913625

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct