A direct test for the mean variance efficiency of a portfolio

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25 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 = "Elsevier B.V.",

}