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Econometrics of efficient fitted portfolios

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Author Info
Gourieroux, C.
Jouneau, F.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VFG-3VTRY4M-4/2/5515bfe9a8aa4fe43b47e132a6393950
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 6 (1999)
Issue (Month): 1 (January)
Pages: 87-118
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Handle: RePEc:eee:empfin:v:6:y:1999:i:1:p:87-118

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Web page: http://www.elsevier.com/locate/jempfin

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  1. Raffaele Miniaci & Sergio Pastorello, 2008. "Mean-Variance Econometric Analysis of Household Portfolios," Working Papers 0807, University of Brescia, Department of Economics. [Downloadable!]
  2. Loriana Pelizzon & Guglielmo Weber, 2006. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," Working Papers 2006_55, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    Other versions:
  3. Walter Briec & Kristiaan Kerstens & Jean Baptiste Lesourd, 2002. "Single Period Markowitz Portfolio Selection, Performance Gauging and Duality: A Variation on Luenberger’s Shortage Function," Working Papers 200203, Department of Business Economics, Universitat Autonoma de Barcelona. [Downloadable!]
  4. Alessandro Bucciol & Raffaele Miniaci, 2006. "Optimal asset allocation based on utility maximization in the presence of market frictions," "Marco Fanno" Working Papers 0012, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
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This page was last updated on 2009-12-3.


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