ON CORRELATIONS AND INFERENCES ABOUT MEAN VARIANCE EFFICIENCY

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[2] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[3] FUNDS, FACTORS, AND DIVERSIFICATION IN ARBITRAGE PRICING-MODELS [J]. ECONOMETRICA, 1983, 51 (05) : 1305 - 1323

[4] EHRBAR H, 1984, MEAN VARIANCE EFFICI

[5] FAMA EF, 1976, F FINANCE

[6] GIBBONS M, 1985, TEST EFFICIENCY GIVE

[7] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[8] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[9] POSITIVELY WEIGHTED PORTFOLIOS ON THE MINIMUM-VARIANCE FRONTIER [J]. JOURNAL OF FINANCE, 1986, 41 (05) : 1051 - 1068

[10] GRINBLATT M, 1986, IN PRESS J BUSINESS

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[2] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[3] FUNDS, FACTORS, AND DIVERSIFICATION IN ARBITRAGE PRICING-MODELS [J]. ECONOMETRICA, 1983, 51 (05) : 1305 - 1323

[4] EHRBAR H, 1984, MEAN VARIANCE EFFICI

[5] FAMA EF, 1976, F FINANCE

[6] GIBBONS M, 1985, TEST EFFICIENCY GIVE

[7] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[8] MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (01) : 3 - 27

[9] POSITIVELY WEIGHTED PORTFOLIOS ON THE MINIMUM-VARIANCE FRONTIER [J]. JOURNAL OF FINANCE, 1986, 41 (05) : 1051 - 1068

[10] GRINBLATT M, 1986, IN PRESS J BUSINESS