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

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Date
2013Dewey
Economie financièreSujet
Efficient portfolio; mean-variance efficiency; efficiency testJEL code
G.G1.G11; G.G1.G12; C.C1.C12Journal issue
FinanceVolume
34Number
1Publication date
2013Article pages
7-41Publisher
PUGCollections
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Show full item recordAuthor
Brière, Marie
status unknown
Drut, Bastien
2564 EconomiX
Mignon, Valérie
39083 Centre d'Etudes Prospectives et d'Informations Internationales [CEPII]
Oosterlinck, Kim
218169 Université Libre de Bruxelles
Szafarz, Ariane
218169 Université Libre de Bruxelles