The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
| Year of publication: |
1990-01-01
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| Authors: | Engel, Charles ; Frankel, Jeffrey A. ; Froot, Kenneth A. ; Rodrigues, Anthony |
| Institutions: | Institute of Business and Economic Research (IBER), Walter A. Haas School of Business |
| Subject: | CAPM | stock market | portfolio-balance | mean variance efficiency | Social and Behavioral Sciences |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Economics, UCB |
| Source: |
Persistent link: https://www.econbiz.de/10010843373