Gur Huberman - Researcher Profile | RDL Research Database

Publications

1 shown

Mean‐Variance Spanning

Gur Huberman , Shmuel Kandel

ABSTRACT The authors propose a likelihood‐ratio test of the hypothesis that the minimum‐variance frontier of a set of K assets coincides with the frontier of this set and anothe...

1987 The Journal of Finance 536 citations

Frequent Co-Authors

Shmuel Kandel

Tel Aviv University

Researcher Info

h-index: 1
Publications: 1
Citations: 536

External Links

ORCID Profile Google Scholar

Identifiers

ORCID: 0009-0002-9077-436X

Impact Metrics

h-index 1

h-index: Number of publications with at least h citations each.