The likelihood ratio test statistic of mean-variance efficiency without a riskless asset

A-Tier
Journal: Journal of Financial Economics
Year: 1984
Volume: 13
Issue: 4
Pages: 575-592

Authors (1)

Kandel, Shmuel

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jfinec:v:13:y:1984:i:4:p:575-592
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25