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Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky

Marie Brière Bastien Drut Valérie Mignon 1 Kim Oosterlinck Ariane Szafarz
1 EconomiX
Abstract : Forthcoming
Document type :
Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385847
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 2:57:12 PM
Last modification on : Monday, January 6, 2020 - 5:50:13 PM

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  • HAL Id : hal-01385847, version 1

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CNRS | UNIV-PARIS10 | ECONOMIX | UNIV-PARIS-LUMIERES

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Marie Brière, Bastien Drut, Valérie Mignon, Kim Oosterlinck, Ariane Szafarz. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky. Finance, Presses universitaires de Grenoble, 2013, 34, pp.7 - 41. ⟨hal-01385847⟩

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