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Testing the mean-variance efficiency of well-diversified portfolios in very large cross-sections
Bossaerts, Peter L.
- In:
Annales d'économie et de statistique
(
1995
),
pp. 93-124
Persistent link: https://www.econbiz.de/10001333818
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Testing the Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
Bossaerts, Peter
;
Hillion, Pierre
- In:
Annales d'économie et de statistique
(
1995
)
40
,
pp. 93-124
Persistent link: https://www.econbiz.de/10007937067
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