Potential performance and tests of portfolio efficiency

• 1 December 1982
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 10  (4) , 433-466
• https://doi.org/10.1016/0304-405x(82)90019-8

Abstract

Keywords

• PORTFOLIO
• MODELS
• ASSETS
• SHARPE
• PROPORTIONS
• STOCK
• MAXIMIZE
• CHOOSING
• EFFICIENT
• GIBBONS