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A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency

Data up to Jan 2025

Published1989
Citations154
References20

Total Citations Per Year

Abstract

References (20)

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A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning,… (1989) – Journal of Financial and Quantitative Analysis | Metascience Observatory Explorer