The econometrics of mean‐variance efficiency tests: a survey
Author:
Affiliation:
1. CEMFI, Casado del Alisal 5, E‐28014 Madrid, Spain
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/12/3/C65/27666843/ectj0c65.pdf
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5. A comparison of mean‐variance efficiency tests;Amengual;Journal of Econometrics,2009
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