GRS.test: GRS Test for Portfolio Efficiency, Its Statistical Power
Analysis, and Optimal Significance Level Calculation
Computational resources for test proposed by Gibbons, Ross, Shanken (1989)<doi:10.2307/1913625>.
It also has the functions for the power analysis and the choice of the optimal level of significance.
The optimal level is determined by minimizing the expected loss from hypothesis testing.
||Jae H. Kim
||Jae H. Kim <jaekim8080 at gmail.com>
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