• Title of article

    Tests of conditional mean-variance efficiency of the U.S. stock market

  • Author/Authors

    Charles Engel، نويسنده , , Jeffrey A. Frankel، نويسنده , , Kenneth A. Froot، نويسنده , , Anthony P. Rodrigues، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1995
  • Pages
    16
  • From page
    3
  • To page
    18
  • Keywords
    CAPM , Mean-variance efficiency , GARCH , Portfolio balance
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1995
  • Journal title
    Journal of Empirical Finance
  • Record number

    130569

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130569