Concepedia

J. D. Jobson

JD

Statistics

Publications

17

Citations

3K

H-Index

17

Active since

1980

Affiliations

University of Alberta(Current)

Iowa State University

J. D. Jobson is an author at University of Alberta specializing in statistics, finance, and management.

Top concepts

Publications per year

1980–1993

17

Publications

17

Performance Hypothesis Testing with the Sharpe and Treynor Measures

J. D. Jobson, Bob Korkie · The Journal of Finance · 1981 · 836 citations

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Estimation for Markowitz Efficient Portfolios

J. D. Jobson, Bob Korkie · Journal of the American Statistical Association · 1980 · 529 citations

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Putting Markowitz theory to work

J. D. Jobson, Robert M Korkie · The Journal of Portfolio Management · 1981 · 329 citations

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Applied Multivariate Data Analysis, Volume II: Categorical and Multivariate Methods

Farid Kianifard, J. D. Jobson · Technometrics · 1993 · 325 citations

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Potential performance and tests of portfolio efficiency

J. D. Jobson · Journal of Financial Economics · 1982 · 272 citations

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