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A Test for Mean Variance Efficiency When Shortselling is Prohibited, Journal of Economic Dynamics and Control
Ravi Jagannathan, Gopal Basak, Steve Guoqiang Sun
Jagannathan, Ravi, Gopal Basak, and Steve Guoqiang Sun. 2002. A Test for Mean Variance Efficiency When Shortselling is Prohibited. Journal of Economic Dynamics and Control. 26: 1195-1215.
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