Title of article
A direct test for the mean variance efficiency of a portfolio
Author/Authors
Gopal Basak، نويسنده , , Ravi Jagannathan، نويسنده , , Guoqiang Sun، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
21
From page
1195
To page
1215
Keywords
Test , Stocks , Mean-variance efficiency , Bench-mark asset
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238154
Link To Document