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On The Eigen Structure Of The Mean Variance Efficient Set

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  • A. Steele

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  • A. Steele, 1995. "On The Eigen Structure Of The Mean Variance Efficient Set," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(2), pages 245-255, March.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:2:p:245-255
    DOI: 10.1111/j.1468-5957.1995.tb00681.x
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    References listed on IDEAS

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    1. Roll, Richard, 1977. "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory," Journal of Financial Economics, Elsevier, vol. 4(2), pages 129-176, March.
    2. Treynor, Jack L & Black, Fischer, 1973. "How to Use Security Analysis to Improve Portfolio Selection," The Journal of Business, University of Chicago Press, vol. 46(1), pages 66-86, January.
    3. Christopher Chatfield & Alexander J. Collins, 1980. "Introduction to Multivariate Analysis," Springer Books, Springer, number 978-1-4899-3184-9, January.
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