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  4. Testing the Mean Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
 
research article

Testing the Mean Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections

Bossaerts, P.  
•
Hillion, P.
1995
Annales d'Economie et Statistique
  • Details
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Type
research article
DOI
10.2307/20076017
Author(s)
Bossaerts, P.  
Hillion, P.
Date Issued

1995

Published in
Annales d'Economie et Statistique
Volume

40

Start page

93

End page

124

Subjects

Econometric Theory

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SFI-PB  
Available on Infoscience
March 12, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/20000
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