The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
Publication information:
Frankel J, Engel C, Froot K, Rodrigues A. The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market. Journal of Empirical Finance. 1995;2:3–18.