Asset Pricing, Capital Markets, Econometrics, Equities

Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market

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Engel, C., J. Frankel, K. Froot, and T. Rodrigues. “Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market.” Journal of Empirical Finance 2 (1995): 3-18.

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Asset Pricing, Capital Markets, Econometrics, Equities