A direct test for the mean variance efficiency of a portfolio. (Q1605419)
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scientific article; zbMATH DE number 1768261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct test for the mean variance efficiency of a portfolio. |
scientific article; zbMATH DE number 1768261 |
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A direct test for the mean variance efficiency of a portfolio. (English)
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15 July 2002
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test
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mean-variance efficiency
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bench-mark asset
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stocks
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