Search Results

The Study of the Impact of Carbon Finance Effect on Carbon Emissions in Beijing-Tianjin-Hebei Region—Based on Logarithmic Mean Divisia Index Decomposition Analysis,
Li Li, Di Liu, Jian Hou, Dandan Xu and Wenbo Chao, in Sustainability (2019)
Keywords: carbon finance effect; carbon emissions; logarithmic mean divisia index (LMDI) model; green credit; carbon trading

Mean spillover effect between crude oil and gasoline markets: an empirical result,
Zhi-Hong Han, Sheng Yang, Mu-Ling Chen and Ling-Yun He, in International Journal of Global Energy Issues (2015)
Keywords: crude oil market; gasoline market; mean spillover effect; financial crisis; Markov model; oil prices; petrol prices; gasoline prices; spot markets; futures; VEC model; impulse response; variance decomposition; regime switching model; market interaction; modelling.

Buy-sell imbalance and the mean-variance relation,
Chunpeng Yang and Yun Jia, in Pacific-Basin Finance Journal (2016)
Keywords: Buy-sell imbalance; Mean-variance relation; Time-varying effect; Volatility;

Asset disposition effect: The impact of price patterns and selected personal characteristics,
Alan S Wong, Bernardo J Carducci and Alan Jay White, in Journal of Asset Management (2006)
Keywords: disposition effect, mean reversion, reference point

On the effect of mean-nonstationarity in dynamic panel data models,
Kazuhiko Hayakawa, in Journal of Econometrics (2009)
Keywords: Dynamic panel data models Strength of instruments Generalized method of moments estimator Mean-nonstationarity

The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework,
Hyungjin Ko, Bumho Son, Yunyoung Lee, Huisu Jang and Jaewook Lee, in Finance Research Letters (2022)
Keywords: Non-fungible tokens; Portfolio analysis; Mean–variance framework; The diversification effect;

The effect of mean reversion on entry and exit decisions under uncertainty,
Andrianos Tsekrekos, in Journal of Economic Dynamics and Control (2010)
Keywords: Investment Uncertainty Real options Mean reversion

Effect of noise on the critical golden-mean quasiperiodic dynamics in the circle map,
Alexander P. Kuznetsov, Sergey P. Kuznetsov and Julia V. Sedova, in Physica A: Statistical Mechanics and its Applications (2006)
Keywords: Circle map; Golden mean; Noise; Renormalization; Scaling;

The effect of mis-specification on mean and selection between the Weibull and lognormal models,
Xiang Jia, Saralees Nadarajah and Bo Guo, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Lognormal mean; Mis-specification analysis; Model selection; Quasi-MLE; Weibull mean;

Isotopic effect in thermodynamic properties of solid neon,
Khac Hieu Ho, Phuoc The Nguyen, Ngoc Toan Huynh, Thanh Hai Dang and Van Hung Vu, in Physica A: Statistical Mechanics and its Applications (2023)
Keywords: Isotopic effect; Mean-square displacement; Thermal expansion; Specific heat; Neon;

The effect of characteristic length on mean free path for confined gases,
Sree Hari P.D., Sooraj K. Prabha and Sarith P. Sathian, in Physica A: Statistical Mechanics and its Applications (2015)
Keywords: Molecular dynamics; Nano-channel; Mean free path; Characteristic length;

ESIZEREG: Stata module for computing the effect size based on a linear regression coefficient,
Ariel Linden, from Boston College Department of Economics (2024)
Keywords: effect size, Cohen’s d, linear regression, standardized mean difference

Allelopathic effect of common weeds on germination and seedling growth of rice in wetland paddy fields of Mizoram, India,
Lalbiakdika, F. Lalnunmawia and H. Lalruatsanga, in Plant, Soil and Environment (2022)
Keywords: final germination percentage, inhibitory effect, mean germination time, phytotoxin

Long time behaviors of single-species population models with psychological effect and impulsive toxicant in polluted environments,
Guijie Lan, Chunjin Wei and Shuwen Zhang, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Mean-reverting; Impulse; Environmental fluctuations; Psychological effect; Persistence;

The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange,
Dimitris Kenourgios, Aristeidis Samitas and Spyros Papathanasiou, from University Library of Munich, Germany (2005)
Keywords: Day of the week effect; mean stock returns; volatility; GARCH

The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach,
Maren Diane Schmeck and Stefan Schwerin, in Risks (2021)
Keywords: electricity spot prices; multi-scale mean reversion; pricing error; jumps; delivery period; swaps

The Effect of Component Disaggregation on Measures of the Median and Trimmed-Mean CPI,
Christian Garciga, Randal Verbrugge and Saeed Zaman, from Federal Reserve Bank of Cleveland (2024)
Keywords: inflation measurement; median CPI; trimmed-mean CPI; trend inflation; disaggregates of inflation

A Latent Cluster-Mean Approach to the Contextual Effects Model With Missing Data,
Yongyun Shin and Stephen W. Raudenbush, in Journal of Educational and Behavioral Statistics (2010)
Keywords: contextual effect; EM algorithm; ignorably missing; latent cluster mean; measurement error; random coefficient

Standardized Mean Differences in Two-Level Cross-Classified Random Effects Models,
Mark H. C. Lai and Oi-Man Kwok, in Journal of Educational and Behavioral Statistics (2014)
Keywords: cross-classified random effects model; effect size; randomized trials; multilevel; standardized mean differece

Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression,
Jae Keun Yoo, in Journal of Multivariate Analysis (2008)
Keywords: 62G08 62H05 Categorical predictor Conditional mean Multivariate regression Predictor effect test Partial dimension reduction

Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects,
Hironori Fujisawa, in Journal of Multivariate Analysis (1997)
Keywords: bound growth curve model least favorable distribution likelihood ratio criterion mean structure random effect 4-type distribution

Estimation of the Proportional Mean Residual Life Model with Internal and Longitudinal Covariates,
Ruiwen Zhou and Jianguo Sun, in Statistics in Biosciences (2022)
Keywords: Mean residual model, Extended estimating equation, Proportional model, Joint modeling, Random effect

Regression analysis of clustered panel count data with additive mean models,
Weiwei Wang, Zhiyang Cui, Ruijie Chen, Yijun Wang and Xiaobing Zhao, in Statistical Papers (2024)
Keywords: Panel count data, Cluster effect, Additive mean model, Estimating equation, Marginal model.

AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes,
Christopher Robert, from Boston College Department of Economics (2010)
Keywords: graphics, effect size, SUR, covariance

Spillover effect of US dollar exchange rate on oil prices,
Yue-Jun Zhang, Ying Fan, Hsien-Tang Tsai and Yi-Ming Wei, in Journal of Policy Modeling (2008)
Keywords: International crude oil price US dollar exchange rate Mean spillover effect Volatility spillover effect Risk spillover effect

Acoustic characteristics of a mean flow acoustic engine capable of wind energy harvesting: Effect of resonator tube length,
Daming Sun, Ya Xu, Haijun Chen, Qie Shen, Xuejun Zhang and Limin Qiu, in Energy (2013)
Keywords: Wind energy; Mean flow; Aerodynamics; Acoustics; Engine;

The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model,
Bent Jesper Christensen and Petra Posedel Šimović, from Department of Economics and Business Economics, Aarhus University (2010)
Keywords: Financial leverage effect, implied volatility, realized volatility, risk-return relation, stochastic volatility, VIX

Taking into Account the Variations of Neighbourhood Sizes in the Mean-Field Approximation of the Threshold Model on a Random Network,
Sylvie Huet, Margaret Edwards and Guillaume Deffuant, in Journal of Artificial Societies and Social Simulation (2007)
Keywords: Aggregate; Individual-Based Model; Innovation Diffusion; Mean Field Approximation; Model Comparison; Social Network Effect

A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA,
Antoine Lejay and Paolo Pigato, in International Journal of Theoretical and Applied Finance (IJTAF) (2019)
Keywords: Leverage effect, realized volatility, mean-reversion, regime-switch, parametric estimation, threshold diffusion, stock price model

Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples,
Xiaoran Yang, Junjie Du and Fangfang Bai, in Statistics & Probability Letters (2023)
Keywords: Length-biased data; Restricted mean survival time; Semiparametric inference; Treatment effect; Two sample problem;

Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks,
Maurício Une and Marcelo Savino Portugal, from University Library of Munich, Germany (2005)
Keywords: nonlinear GARCH, GARCH-in-Mean-Level effect, country risk, fear of disruption, forecast performance

Nonparametric and semiparametric estimators of restricted mean survival time under length-biased sampling,
Yifan He and Yong Zhou, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2020)
Keywords: Restricted mean survival time, Length-biased sampling, Right-censored data, Truncated and residual time, Treatment effect

On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions,
Ashis Sengupta and Ranjan Maitra, in Annals of the Institute of Statistical Mathematics (1998)
Keywords: Admissibility of estimators, Bayes estimators, best equivariant estimator, Langevin distribution, mean direction vector, Stein effect,

The Joule–Thomson effect in confined fluids,
Martin Schoen, in Physica A: Statistical Mechanics and its Applications (1999)
Keywords: Joule–Thomson effect; Confined fluids; Inversion temperature; Virial expansion; Mean-field theory; Monte Carlo simulations;

Is there a housing wealth effect in European countries?,
Časni Anita Čeh, in Croatian Review of Economic, Business and Social Statistics (2016)
Keywords: European countries, housing wealth effect, personal consumption, pooled mean group estimator

Capital distribution and portfolio performance in the mean-field Atlas model,
Benjamin Jourdain and Julien Reygner, in Annals of Finance (2015)
Keywords: Stochastic portfolio theory, Capital distribution curves, Rank-based models, Mean-field Atlas model, Growth rate, Size effect, G10, G11,

Capital distribution and portfolio performance in the mean-field Atlas model,
Benjamin Jourdain and Julien Reygner, from HAL (2015)
Keywords: Stochastic Portfolio Theory,Capital distribution curves,Rank-based models,Mean-field Atlas model,Growth rate,Size effect

Generalized Structural Mean Models for Evaluating Depression as a Post-treatment Effect Modifier of a Jobs Training Intervention,
Stephens Alisa, Keele Luke and Joffe Marshall, in Journal of Causal Inference (2016)
Keywords: post-treatment interaction, structural mean model, causal odds-ratio

Comparative study of clustering methods for wake effect analysis in wind farm,
Eiman Tamah Al-Shammari, Shahaboddin Shamshirband, Dalibor Petković, Erfan Zalnezhad, Por Lip Yee, Ros Suraya Taher and Žarko Ćojbašić, in Energy (2016)
Keywords: Wind farm; Clustering techniques; Wake effect; Fuzzy c-means; K-medoids; K-mean;

Impact of information sharing and lead time on bullwhip effect and on-hand inventory,
Sunil Agrawal, Raghu Nandan Sengupta and Kripa Shanker, in European Journal of Operational Research (2009)
Keywords: Adaptive base-stock policy Minimum mean squared error (MMSE) forecasting model Information sharing (IS) Bullwhip effect

Hydrophobic force, a Casimir-like effect due to hydrogen-bond fluctuations,
Jampa Maruthi Pradeep Kanth and Ramesh Anishetty, in Physica A: Statistical Mechanics and its Applications (2013)
Keywords: Hydrophobic force; Casimir effect; Interfacial tension; Transverse density profile; Hydrogen bond fluctuations; Molecular mean field theory;

Quantile estimation of treatment effect for the two-sample problem with right censored data,
Hyo-Il Park and Sang-Gue Park, in Statistics & Probability Letters (1995)
Keywords: Treatment effect Kaplan-Meier estimator Quantile function Location shift model Truncated mean difference

Price and income convergence and the dynamic Penn effect in Central and Eastern Europe,
Moritz Degler and Karsten Staehr, in Economic Change and Restructuring (2021)
Keywords: Price level, Real exchange rate, Convergence, Dynamic Penn effect, Pooled Mean Group estimation, Central and Eastern Europe

Exploring the Direct Rebound Effect of Energy Consumption: A Case Study,
Qingsong Wang, Zhenlei Gao, Hongrui Tang, Xueliang Yuan and Jian Zuo, in Sustainability (2018)
Keywords: energy rebound effect; energy intensity; Cobb-Douglas production function; Logarithmic Mean Divisia Index decomposition model

MSEFFECT: Stata module to estimate the mean effect size of (binary/multiple group) treatment on multiple outcomes,
Zizhong Yan, from Boston College Department of Economics (2017)
Keywords: effect size, treatment, binary treatment, multiple groups

Mean Field Games and Applications,
Olivier Guéant, Pierre Louis Lions and Jean-Michel Lasry, from HAL (2011)
Keywords: Mean field games

Ergodic for the mean,
Uwe Hassler, in Economics Letters (2017)
Keywords: Stationary time series; consistency in mean square;

Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches,
Joao Dionísio Monteiro and Ernesto Raúl Ferreira, in Czech Journal of Economics and Finance (Finance a uver) (2019)
Keywords: U.S. equity exchange-traded funds, overnight and daytime returns, day-of-the-week effect, mean-variance, sharpe ratio, stochastic dominance

On variance amplification in a three-echelon supply chain with minimum mean square error forecasting,
Takamichi Hosoda and Stephen M. Disney, in Omega (2006)
Keywords: Bullwhip effect Order-up-to policy Inventory variance Information sharing Supply chain management Minimum mean square error forecast

Study of bottleneck effect at an emergency evacuation exit using cellular automata model, mean field approximation analysis, and game theory,
Jun Tanimoto, Aya Hagishima and Yasukaka Tanaka, in Physica A: Statistical Mechanics and its Applications (2010)
Keywords: Pedestrian dynamics; Cellular automaton; Bottleneck; Evacuation; Static floor field model; Mean field approximation;

Modeling the heterogeneous traffic flow considering mean expected velocity field and effect of two-lane communication under connected environment,
Shutong Wang and Wen-Xing Zhu, in Physica A: Statistical Mechanics and its Applications (2022)
Keywords: Heterogeneous traffic flow; Two-lane; Inter-communication; Mean expected velocity field; Car-following model;

Improving the normalization effect of mean-based method from the perspective of optimization: optimization-based linear methods and their performance,
Zhihui Zhang, Ying Cheng and Nian Cai Liu, in Scientometrics (2015)
Keywords: Citation distribution, Field normalization, Mean-based method, Optimization-based scaling method, Optimization-based affine method

Approximate Confidence Intervals for Standardized Effect Sizes in the Two-Independent and Two-Dependent Samples Design,
Wolfgang Viechtbauer, in Journal of Educational and Behavioral Statistics (2007)
Keywords: effect size; standardized mean difference; confidence intervals; two-independent samples design; two-dependent samples design

Work-to-Life Spillover Effect of Leader–Member Exchange in Groups: The Moderating Role of Group Power Distance and Employee Political Skill,
Yidong Tu and Xinxin Lu, in Journal of Happiness Studies (2016)
Keywords: LMX mean, Life satisfaction, Group power distance, Political skill, Spillover effect

MEQUATE: Stata module to calculate equating constants using the Mean/Mean and Mean/Sigma methods,
Leah McGuire, from Boston College Department of Economics (2011)
Keywords: test evaluation, item response theory, mean/mean, mean/sigma

Matched design for marginal causal effect on restricted mean survival time in observational studies,
Lin Zihan, Ni Ai and Lu Bo, in Journal of Causal Inference (2023)
Keywords: confounding bias, marginal effect, noncollapsibility, propensity score matching, sensitivity analysis

MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN,
Harry Markowitz, in Annals of Financial Economics (AFE) (2012)
Keywords: Mean-variance analysis, geometric mean, expected utility, logarithmic utility, mean-variance approximations, asset class returns, twentieth century equity returns, JEL Classification: G11

“Phase diagram” of a mean field game,
Igor Swiecicki, Thierry Gobron and Denis Ullmo, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Mean field games;

Mean Field Games and Oil Production,
Olivier Guéant, Jean-Michel Lasry and Pierre Louis Lions, from HAL (2010)
Keywords: Mean field games

Mean Reversion and Consumption Smoothing: A Comment,
Fang Zhou, Liutang Gong and Yaping Wang, in Annals of Economics and Finance (2008)
Keywords: Mean reversion, Portfolio selection

Mean Variance Vulnerability,
Thomas Eichner, in Management Science (2008)
Keywords: mean, variance, vulnerability, properness, standardness

Robustness of exponential dichotomies in mean,
Luis Barreira and Claudia Valls, in Stochastic Processes and their Applications (2014)
Keywords: Cocycles; Exponential dichotomies in mean; Robustness;

Can the finiteness of a mean be tested?,
D. L. Hawkins, in Statistics & Probability Letters (1997)
Keywords: Nonparametric hypothesis testing Infinite mean

The Effect of Ceiling Heating and Mechanical Ventilation on Thermal Comfort,
Balázs András-Tövissi, László Kajtár and Árpád Nyers, in Energies (2021)
Keywords: thermal comfort; human subject measurement; actual mean vote; draught; radiant thermal asymmetry; local discomfort parameter; combined effect

Long-run effect of international trade on the environment: a Pool Mean Group analysis of ECOWAS countries, 1970-2010,
Yaya Keho, in African Journal of Economic and Sustainable Development (2015)
Keywords: CO2; carbon dioxide; carbon emissions; trade openness; pool mean group estimator; ECOWAS countries; international trade; environmental Kuznets curve; environmental impact; environmental degradation; Economic Community of West African States; Africa.

Trading-off Bias and Variance in Stratified Experiments and in Staggered Adoption Designs, Under a Boundedness Condition on the Magnitude of the Treatment Effect,
Clément de Chaisemartin, from HAL (2022)
Keywords: Bias-variance trade-off,Average treatment effect,Mean-squared error,Minimaxlinear estimator,Bounded normal mean model,Stratified randomized experiments,Differencesin-differences,Staggered adoption designs,Shrinkage

Trading-off Bias and Variance in Stratified Experiments and in Staggered Adoption Designs, Under a Boundedness Condition on the Magnitude of the Treatment Effect,
Clément de Chaisemartin, from HAL (2022)
Keywords: Bias-variance trade-off,Average treatment effect,Mean-squared error,Minimaxlinear estimator,Bounded normal mean model,Stratified randomized experiments,Differencesin-differences,Staggered adoption designs,Shrinkage

Estimation of Effect Size under Nonrandom Sampling: The Effects of Censoring Studies Yielding Statistically Insignificant Mean Differences,
Larry V. Hedges, in Journal of Educational and Behavioral Statistics (1984)
Keywords: Meta-analysis; effect size; research synthesis; censoring; publication bias; nonrandom sampling

A combined test for a generalized treatment effect in clinical trials with a time-to-event outcome,
Patrick Royston, in Stata Journal (2017)
Keywords: stctest, randomized controlled trial, time-to-event outcome, restricted mean survival time, treatment effect, hypothesis testing, flexible para- metric model, jackknife

The effect of shift distribution on the design and performance of the X and CUSUM charts in monitoring mean and variability,
Mei Yang, Zhang Wu and Tien-I. Liu, in European Journal of Industrial Engineering (2013)
Keywords: cumulative sum charts; CUSUM charts; loss function; process shift distribution; quality control; Shewhart charts; statistical process control; SPC; X-bar charts; process monitoring; mean monitoring; control charts; variability monitoring.

A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data,
Antoine Lejay and Paolo Pigato, from HAL (2019)
Keywords: Leverage effect,Self-Exciting Threshold Autoregressive model,parametric estimation,threshold diffusion,stock price model *,mean-reversion,Oscillating Brownian motion,realized volatility,Regime-Switching,regime-switch

Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index,
Luigi Buzzacchi and Luca Ghezzi, in IJFS (2023)
Keywords: stock index; mean reversion; mean blur

Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison,
S.Y. Polbennikov and Bertrand Melenberg, from Tilburg University, Center for Economic Research (2005)
Keywords: portfolio choice; mean variance; mean coherent risk; comparison

Using the prior mean of a nuisance parameter,
Julián Horra, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1992)
Keywords: Nuisance parameter, Prior mean, Mean squared error, Normal distribution,

Mean Reversion-Effekte auf dem deutschen Aktienmarkt: Statistische Analysen der Entwicklung des DAX-KGV,
Peter Albrecht, Cemil Kantar and Yanying Xiao, from Sonderforschungsbreich 504 (2004)
Keywords: Mean Reversion

Phase transition in a mean-field model for sympatric speciation,
V. Schwämmle, K. Luz-Burgoa, J.S. Sá Martins and S. Moss de Oliveira, in Physica A: Statistical Mechanics and its Applications (2006)
Keywords: Speciation; Sympatry; Mean-field;

Mean field theory for ordinary and hot sandpiles,
Guido Caldarelli, in Physica A: Statistical Mechanics and its Applications (1998)
Keywords: SOC; Mean field;

Asymptotic Behavior of Sample Mean Direction for Spheres,
Harrie Hendriks, Zinoviy Landsman and Frits Ruymgaart, in Journal of Multivariate Analysis (1996)
Keywords: mean direction mean location asymptotic behavior sphere sample mean direction sample mean location

On the Efficiency of Equilibria in Mean-Field Oscillator Games,
Huibing Yin, Prashant Mehta, Sean Meyn and Uday Shanbhag, in Dynamic Games and Applications (2014)
Keywords: Mean-field, Efficiency, Oscillators,

PEERMEAN: Stata module to compute mean of Peer firms,
Yujun Lian, from Boston College Department of Economics (2023)
Keywords: mean, peers, firm data

TTABLE3: Stata module to perform Mean or Median Comparison,
Yujun Lian, from Boston College Department of Economics (2020)
Keywords: ttest, mean, median

Nonlinear Mean Reversion in Stock Prices,
S. Manzan, from Society for Computational Economics (2004)
Keywords: nonlinear time series, mean reversion

On the mean value theorem for semidifferentiable functions,
Marco Castellani and Massimo Pappalardo, in Journal of Global Optimization (2010)
Keywords: Semidifferentiable functions, Mean value theorem,

The Minimization of the Quadratic Mean of an Integral Dose,
Jose L. Martinez-Morales, in Journal of Optimization Theory and Applications (2013)
Keywords: Integral dose, Quadratic mean, Minimization

On the Mean Distance in Scale Free Graphs,
G. Hooghiemstra and P. Mieghem, in Methodology and Computing in Applied Probability (2005)
Keywords: scale free graphs, mean distance

On the variance of the trimmed mean,
Philippe Capéraà and Louis-Paul Rivest, in Statistics & Probability Letters (1995)
Keywords: Order statistics t-distribution Winsorized mean

Trimmed mean or sample median?,
J. Oosterhoff, in Statistics & Probability Letters (1994)
Keywords: Trimmed mean Sample median Asymptotic variance Peakedness

On the estimation of a restricted normal mean,
Constantine Gatsonis, Brenda MacGibbon and William Strawderman, in Statistics & Probability Letters (1987)
Keywords: bounded normal mean minimax uniform prior

Mean and variance responsive learning,
Carlos Oyarzun and Rajiv Sarin, in Games and Economic Behavior (2012)
Keywords: Learning; Reinforcement learning; Mean and variance preferences;

Tests of Mean-Variance Spanning,
Raymond Kan and Guofu Zhou, in Annals of Economics and Finance (2012)
Keywords: Mean-variance spanning, Spanning tests, Portfolio efficiency