ON CORRELATIONS AND INFERENCES ABOUT MEAN VARIANCE EFFICIENCY

[11] HUBERMAN G, 1986, IN PRESS J FINANCE

[12] IBBOTSON RG, 1982, STOCKS BONDS BILLS I

[13] IBBOTSON RG, 1979, CORPORATE BOND MARKE

[14] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[15] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS [J]. JOURNAL OF BUSINESS, 1969, 42 (02) : 167 - 247

[16] POTENTIAL PERFORMANCE AND TESTS OF PORTFOLIO EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 433 - 466

[17] ON THE EXCLUSION OF ASSETS FROM TESTS OF THE MEAN VARIANCE EFFICIENCY OF THE MARKET PORTFOLIO [J]. JOURNAL OF FINANCE, 1984, 39 (01) : 63 - 75

[18] THE LIKELIHOOD RATIO TEST STATISTIC OF MEAN-VARIANCE EFFICIENCY WITHOUT A RISKLESS ASSET [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 575 - 592

[19] KANDEL S, 1986, CORRELATION MEAN VAR

[20] KENDALL MG, 1977, ADV THEORY STATISTIC, V1

[11] HUBERMAN G, 1986, IN PRESS J FINANCE

[12] IBBOTSON RG, 1982, STOCKS BONDS BILLS I

[13] IBBOTSON RG, 1979, CORPORATE BOND MARKE

[14] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[15] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS [J]. JOURNAL OF BUSINESS, 1969, 42 (02) : 167 - 247

[16] POTENTIAL PERFORMANCE AND TESTS OF PORTFOLIO EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1982, 10 (04) : 433 - 466

[17] ON THE EXCLUSION OF ASSETS FROM TESTS OF THE MEAN VARIANCE EFFICIENCY OF THE MARKET PORTFOLIO [J]. JOURNAL OF FINANCE, 1984, 39 (01) : 63 - 75

[18] THE LIKELIHOOD RATIO TEST STATISTIC OF MEAN-VARIANCE EFFICIENCY WITHOUT A RISKLESS ASSET [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 575 - 592

[19] KANDEL S, 1986, CORRELATION MEAN VAR

[20] KENDALL MG, 1977, ADV THEORY STATISTIC, V1