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

Citation:

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.

Date Published:

Mar 1995

Notes:

Revised from NBER Working Paper Nos. 2890, March 1989 and 4292, March 1993, "Conditional Mean-Variance Efficiency of the U.S. Stock Market," March 1993.

Last updated on 06/09/2020