Is the market portfolio efficient? : a new test of mean-variance efficiency when all assets are risky
Marie Brière, Bastien Drut, Valérie Mignon, Kim Oosterlinck, Ariane Szafarz
| Year of publication: |
2013
|
|---|---|
| Authors: | Brière, Marie ; Drut, Bastien ; Mignon, Valérie ; Oosterlinck, Kim ; Szafarz, Ariane |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 34.2013, 1, p. 7-41
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation | Aktienmarkt | Stock market | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009776164