The market portfolio may be mean/variance efficient after all
Year of publication: |
2010
|
---|---|
Authors: | Levy, Moshe ; Roll, Richard |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 6, p. 2464-2491
|
Subject: | CAPM | Schätzung | Estimation | Allokationseffizienz | Allocative efficiency | USA | United States | 1997-2006 |
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