Conditional mean-variance efficiency of the U.S. stock market
By: Charles Engel ... [et al.].
Contributors: Engel, Charles.
Series: NBER working paper series -- working paper no. 2890; Working paper series (National Bureau of Economic Research) -- working paper no. 2890.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 17
Subjects: Stock price forecasting -- Mathematical models.; Stock-exchange -- United States.; Investments -- United States.
Notes: "March 1989."

Includes bibliographical references (p. 16-17)