A direct test for the mean variance efficiency of a portfolio

GK Basak, R Jagannathan, G Sun

Research output: Contribution to journal › Article (Academic Journal) › peer-review

24 Citations (Scopus)

Translated title of the contribution	A direct test for the mean variance efficiency of a portfolio
Original language	English
Pages (from-to)	1195 - 1215
Journal	Journal of Economic Dynamics & Control
Volume	26
Publication status	Published - 2002

Publisher: Elsevier Science B.V

Access to Document

@article{198d031562804eceb4938aea82fb45d1,

title = "A direct test for the mean variance efficiency of a portfolio",

author = "GK Basak and R Jagannathan and G Sun",

note = "Publisher: Elsevier Science B.V",

year = "2002",

language = "English",

volume = "26",

pages = "1195 -- 1215",

journal = "Journal of Economic Dynamics & Control",

publisher = "Amsterdam:Elsevier",

}