共 50 条
- [32] Mean-variance efficiency, aggregate shocks and return horizons MANCHESTER SCHOOL, 2001, 69 (01): : 52 - 76
- [33] TESTS OF MEAN-VARIANCE EFFICIENCY OF INTERNATIONAL EQUITY MARKETS OXFORD ECONOMIC PAPERS-NEW SERIES, 1993, 45 (03): : 403 - 421
- [35] Optimal mean - variance portfolios under NSD efficiency constraints MANAGING AND MODELLING OF FINANCIAL RISKS: 7TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III, 2014, : 387 - 392
- [36] Moroccan tourist portfolio efficiency with the mean-variance approach EUROPEAN JOURNAL OF TOURISM RESEARCH, 2013, 6 (02): : 122 - 131
- [37] ORTHOGONAL FRONTIERS AND ALTERNATIVE MEAN-VARIANCE EFFICIENCY TESTS JOURNAL OF FINANCE, 1987, 42 (03): : 601 - 619