Title of article :
A direct test for the mean variance efficiency of a portfolio
Author/Authors :
Gopal Basak، نويسنده , , Ravi Jagannathan، نويسنده , , Guoqiang Sun، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Test , Stocks , Mean-variance efficiency , Bench-mark asset
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
