Sentana, Enrique <br/><br/>
Econometrics of mean variance efficiency tests: a survey 
 2009 

 -  2009 
 - C65-C101  V.  12  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Elliptical distribution;Exogeneity;Financial returns;Generalized methods of moments;Linear factor pricing;Maximum likelihood;Portfolio  choice;Stochastic discount factor;