The likelihood ratio test statistic of mean-variance efficiency without a riskless asset
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 13 (1984)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB 12-003, ULB -- Universite Libre de Bruxelles.
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