A direct test for the mean variance efficiency of a portfolio
| Year of publication: |
2002
|
|---|---|
| Authors: | Basak, Gopal ; Jagannathan, Ravi ; Sun, Guoqiang |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 7-8, p. 1195-1215
|
| Publisher: |
Elsevier |