IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v39y1984i1p63-75.html
   My bibliography  Save this article

On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio

Author

Listed:
  • Kandel, Shmuel

Abstract

No abstract is available for this item.

Suggested Citation

  • Kandel, Shmuel, 1984. "On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio," Journal of Finance, American Finance Association, vol. 39(1), pages 63-75, March.
    • Handle: RePEc:bla:jfinan:v:39:y:1984:i:1:p:63-75
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28198403%2939%3A1%3C63%3AOTEOAF%3E2.0.CO%3B2-P&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ukhov, Andrey D., 2006. "Expanding the frontier one asset at a time," Finance Research Letters, Elsevier, vol. 3(3), pages 194-206, September.
    2. Korkie, Bob & Nakamura, Masao, 1997. "Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market," Journal of International Money and Finance, Elsevier, vol. 16(1), pages 113-140, February.
    3. Wei Liu & James W. Kolari, 2022. "Multifactor Market Indexes," JRFM, MDPI, vol. 15(4), pages 1-26, March.
    4. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis.
    5. Levy, Moshe & Ritov, Yaacov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management qt41x4t67m, Anderson Graduate School of Management, UCLA.
    6. Avraham Kamara & Lance Young, 2018. "Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity," Financial Management, Financial Management Association International, vol. 47(4), pages 911-929, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:39:y:1984:i:1:p:63-75. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.