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for the working paper

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
Jean-Marie Dufour, Marie-Claude Beaulieu and Lynda Khalaf
Discussion Paper Series 1: Economic Studies from Deutsche Bundesbank
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
2006-0828
2006-0909
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Statistics updated 2025-09-04