TY  - BOOK
AU  - Sentana, Enrique
TI  - Econometrics of mean variance efficiency tests: a survey
PY  - 2009///
KW  - Econometrics
KW  - Elliptical distribution;Exogeneity;Financial returns;Generalized methods of moments;Linear factor pricing;Maximum likelihood;Portfolio  choice;Stochastic discount factor
ER  -