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(Im)Possible Frontiers: A Comment (Critical Finance Review 2015)
Article data -  +
Article data type -
Article data used -  +
Article edition -
Article journal [[:Category:Critical Finance Review|Critical Finance Review]]
Article methods and estimation -
Article origin of data used -
Article pages 139–48
Article program code -  +
Article readme -  +
Article software used -
Article year 2015
Articleauthors Moshe Levy + , Richard Roll +
Articlejel G11 + , G12 +
Articlekeywords Mean-variance analysis  + , CAPM  + , Portfolio optimization  + , Short selling  + , Reverse optimization  +
DOI [http://dx.doi.org/10.1561/104.00000015 10.1561/104.00000015]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:now:jnlcfr:104.00000015 RePEc:now:jnlcfr:104.00000015]  +
IDEAS/RePEc [http://ideas.repec.org/a/now/jnlcfr/104.00000015.html a/now/jnlcfr/104.00000015.html]  +
Replication JEL codes -
Replication authors Thomas J. Brennan , Andrew W. Lo
Replication authors statement 1 - rejected results  +
Replication call into question 1 - yes  +
Replication edition 6
Replication journal [[:Category:Management Science|Management Science]]
Replication keywords Short selling  + , Long/short  + , Portfolio optimization  + , Mean-variance analysis  + , CAPM  +
Replication pages 905-23
Replication raw data -  +
Replication result 2 - different results  +
Replication type 3 - reproduction (new methods)  +
Replication year 2010
Categories Replication  + , Critical Finance Review 2015  +
Modification dateThis property is a special property in this wiki. 18 March 2019 18:15:49  +
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