The constrained asset share estimation (CASE) method
Subtitle: testing mean-variance efficiency of the U.S. stock market
By: Charles Engel ... [et al.].
Contributors: Engle, Charles.; National Bureau of Economic Research.
Series: NBER working paper series -- no.4294
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 20
Subjects: Stock exchanges -- United States.; Asymptotic efficiencies (Statistics)