✦ LIBER ✦

Mean-variance efficiency of the market portfolio and futures trading

✍ Scribed by Abraham Lioui; Patrice Poncet

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A further look at transaction costs, sho

✍ Gay, Gerald D.; Jung, Dae Y. 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 239 KB 👁 1 views

A bivariate generalized autoregressive c

✍ Jacobs, Michael; Onochie, Joseph 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB 👁 2 views

The intraday pricing efficiency of Hong

✍ Fung, Joseph K. W.; Cheng, Louis T. W.; Chan, Kam C. 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB 👁 1 views