The market portfolio may be mean/variance efficient after all

Review of Financial Studies

Volumn 23, Issue 6, 2010, Pages 2464-2491

  Levy, Moshe ^a   Roll, Richard ^b  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77952527418     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp119     Document Type: Article

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