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Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. / BRIÈRE ; Marie; DRUT ; Bastien; MIGNON ; Valérie; OOSTERLINCK ; Kim; SZAFARZ ; Ariane. / Presses Universitaires de France. / Finance : revue de l'Association francaise de finance / 7-41 / 2013
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