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Cited by 580

The DOI matches its Crossref record; 25 of the 25 references it cites were found in a registry or an index.

Mean‐Variance Spanning

HUBERMAN, GUR, KANDEL, SHMUEL·1987·The Journal of Finance
DOI 10.1111/j.1540-6261.1987.tb03917.x
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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 another set of N assets. They study the relation between this hypothesis, exact arbitrage pricing, and mutual fund separation. The exact distribution of the test statistic is available. The authors test the hypothesis that the frontier spanned by three size‐sorted stock portfolios is the same as the frontier spanned by thirty‐three size‐sorted stock portfolios.

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Registry

Crossref · 10.1111/j.1540-6261.1987.tb03917.x

Cites

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Metadata

Authors
HUBERMAN, G., & KANDEL, S.
Venue
The Journal of Finance
Publisher
Wiley
Published
1987-09
Volume
42
Issue
4
Pages
873-888
ISSN
  • 0022-1082 (ISSN-L)
  • 1540-6261
DOI
10.1111/j.1540-6261.1987.tb03917.x
OpenAlex
W2127366658
Cited by
580
References
25
FWCI
13.09
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Mean‐Variance Spanning. https://app.cochat.ai/papers/10.1111/j.1540-6261.1987.tb03917.x
The paper
HUBERMAN, G., & KANDEL, S. (1987). Mean‐Variance Spanning. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1987.tb03917.x

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.