University of Chicago. This paper is based on my Ph.D. dissertation written at Yale University. I would like to thank my committee, Jonathan Ingersoll, Philip Dybvig, and especially my chairman, Stephen Ross, for their help and encouragement. I have also benefitted from the suggestions of Anat Admati, Michael Brennan, and an anonymous referee. Any remaining errors are my responsibility.
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio
Article first published online: 30 APR 2012
1984 The American Finance Association
The Journal of Finance
Volume 39, Issue 1, pages 63–75, March 1984
How to Cite
KANDEL, S. (1984), On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio. The Journal of Finance, 39: 63–75. doi: 10.1111/j.1540-6261.1984.tb03860.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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