Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky.
par Briere, Marie 
;Drut, Bastien ;Mignon, Valérie;Oosterlinck, Kim ;Szafarz, Ariane
Publication Publié, 2012-01
;Drut, Bastien ;Mignon, Valérie;Oosterlinck, Kim ;Szafarz, Ariane Publication Publié, 2012-01
Travail de recherche/Working paper
| Titre: |
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| Auteur: | Briere, Marie; Drut, Bastien; Mignon, Valérie; Oosterlinck, Kim; Szafarz, Ariane |
| Statut de publication: | Publié, 2012-01 |
| series: | Working Papers CEB, 12-003 |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| Asset Pricing; Trading volume; Bond Interest Rates | |
| Hypothesis Testing | |
| Volumes/pages: | 37 p. |
| Mots-clés: | Efficient portfolio |
| mean-variance efficiency | |
| efficiency test. | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/107868 |
