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~person:"Oosterlinck, Kim"
~source:"olc"
~subject:"Finanzmarkt"
~subject:"USA"
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Finance : revue de l'Association Française de Finance
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Is the market portfolio efficient? : a new test of mean-variance efficiency when all assets are risky
Brière, Marie
;
Drut, Bastien
;
Mignon, Valérie
; …
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 7-41
Persistent link: https://www.econbiz.de/10010160339
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