A direct test for the mean variance efficiency of a portfolio

GK Basak, R Jagannathan, G Sun

Research output: Contribution to journalArticle (Academic Journal)

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)1195 - 1215
JournalJournal of Economic Dynamics & Control
Volume26
Publication statusPublished - 2002

Bibliographical note

Publisher: Elsevier Science B.V

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