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Relative Efficiency of Proxy of the Efficient Portfolio

Chen Shou(International Business School, Hunan University, Changsha)  
Through analysing the frontier of proxy for the efficient portfolio with the special R --ficross--seCtion, the variance between the frontier of the proxy and the efficient frontier are discussed. Further, the relative efficiency of the proxy is investigated.
【Fund】: 国家社会科学基金!97BJB006
【CateGory Index】: F830.9
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