Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
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- Gene-Badia, Joan & Escaramis-Babiano, Georgia & Sans-Corrales, Mireia & Sampietro-Colom, Laura & Aguado-Menguy, Francoise & Cabezas-Pena, Carmen & Puelles, Pedro Gallo de, 2007. "Impact of economic incentives on quality of professional life and on end-user satisfaction in primary care," Health Policy, Elsevier, vol. 80(1), pages 2-10, January.
- Roland Bénabou & Jean Tirole, 2003. "Intrinsic and Extrinsic Motivation," Review of Economic Studies, Oxford University Press, vol. 70(3), pages 489-520.
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KeywordsEfficient portfolio; mean-variance efficiency; efficiency test.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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