A direct test for the mean variance efficiency of a portfolio. (Q1605419)

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A direct test for the mean variance efficiency of a portfolio.
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    title
    A direct test for the mean variance efficiency of a portfolio. (English)
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    author
    Ravi Jagannathan
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    Guoqiang Sun
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    Gopal Krishna Basak
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    publication date
    15 July 2002
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    Mathematics Subject Classification ID
    91G70
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    91G10
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    91B82
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    zbMATH DE Number
    1768261
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    zbMATH Keywords
    test
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    mean-variance efficiency
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    bench-mark asset
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    stocks
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