The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

Charles Engel, Jeffrey Frankel, Kenneth Froot and Anthony Rodrigues ()

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: CAPM; stock market; portfolio-balance; mean variance efficiency; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1990-01-01
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Working Paper: The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market (1993)
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