Testing the Mean Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
1995
Details
Title
Testing the Mean Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
Author(s)
Bossaerts, P. ; Hillion, P.
Published in
Annales d'Economie et Statistique
Volume
40
Pages
93-124
Date
1995
Keywords
Laboratories
SFI-PB
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > CDM Archives > SFI-PB - Laboratory for Decision Making under Uncertainty
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2008-03-12