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Volumn 9, Issue 1, 1997, Pages 2-16

A generalised method of moments test of mean variance efficiency in the australian stock market

Author keywords

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Indexed keywords


EID: 0010915210     PISSN: 01140582     EISSN: 20415494     Source Type: Journal    
DOI: 10.1108/eb037916     Document Type: Article
Times cited : (12)

References (19)
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  • 7
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    • A Test of the Efficiency of a Given Portfolio
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  • 13
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  • 14
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  • 15
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  • 16
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    • Using Generalised Method of Moments to Test Mean- Variance Efficiency.
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  • 19
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