Open AccessThe Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
Author(s) -
Charles Engel,
Jeffrey A. Frankel,
Kenneth A. Froot,
Anthony P. Rodrigues
Publication year - 1993
Language(s) - English
Resource type - Reports
DOI - 10.3386/w4294
Subject(s) - econometrics , variance (accounting) , estimation , stock (firearms) , stock market , variance components , asset (computer security) , statistics , economics , business , mathematics , computer science , engineering , accounting , geography , mechanical engineering , context (archaeology) , management , archaeology , computer security