Skip to Main content Skip to Navigation
Journal articles

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

Abstract : Forthcoming
Document type :
Journal articles
Complete list of metadatas

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

Identifiers

  • HAL Id : hal-01385847, version 1

Citation

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⟩

Share

Metrics

Record views

113