Why Do We Reject the Mean-Variance Model?

DOI10.2307/3440834MaRDI QIDQ4211600zbMATH OpenOpenAlexFDO

Authors W. Jos Jansen

Publication date 19 April 1999

Published in Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3440834

zbMATH Keywords

static mean-variance portfolio modeltwo-stage test procedure

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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