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Research Details

A Test for Mean Variance Efficiency When Shortselling is Prohibited, Journal of Economic Dynamics and Control

Type

Article

Author(s)

Ravi Jagannathan, Gopal Basak, Steve Guoqiang Sun

Date Published

2002

Citations

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.: 1195-1215.

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