THE CONSTRAINED ASSET SHARE ESTIMATION (CASE) METHOD: TESTING MEAN-VARIANCE EFFICIENCY OF THE U.S. STOCK MARKET
Year of publication: |
1993
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Authors: | Engel, Charles ; Frankel, Jeffrey A. ; Froot, Kenneth A. ; Rodrigues, Anthony P. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1993, 4294
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