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




Publication Publié, 2012-01
Travail de recherche/Working paper