Mark Britten‐Jones

London Business School

h-index

Publications

482

Citations

Publications

1 shown

The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights

Mark Britten‐Jones

This paper presents an exact finite‐sample statistical procedure for testing hypotheses about the weights of mean‐variance efficient portfolios. The estimation and inference pro...

1999 The Journal of Finance 482 citations

Researcher Info

h-index: 1
Publications: 1
Citations: 482
Institution: London Business School

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h-index 1

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