Journal Article

A Test for Mean Variance Efficiency When Shortselling is Prohibited

Journal of Economic Dynamics and Control
Author(s)

Ravi Jagannathan

Gopal Basak

Steve Guoqiang Sun

Date Published: 2002
Citations: Jagannathan, Ravi, Gopal Basak, Steve Guoqiang Sun. 2002. A Test for Mean Variance Efficiency When Shortselling is Prohibited. Journal of Economic Dynamics and Control. 1195-1215.