Mean-variance efficiency of the market portfolio and futures trading

Journal of Futures Markets

Volumn 21, Issue 4, 2001, Pages 329-346

  Lioui, Abraham ^a   Poncet, Patrice ^b  

^a BAR ILAN UNIVERSITY   (Israel)

^b ESSEC BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035586217     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/1096-9934(200104)21:4<329::AID-FUT2>3.0.CO;2-S     Document Type: Article

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