@article{HubermanKandel1987,
  author = {Huberman, Gur and Kandel, Shmuel},
  title = {Mean-Variance Spanning},
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}

@article{GRS1989,
  author = {Gibbons, Michael R. and Ross, Stephen A. and Shanken, Jay},
  title = {A Test of the Efficiency of a Given Portfolio},
  journal = {Econometrica},
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  number = {5},
  pages = {1121--1152},
  year = {1989}
}

@article{BrittenJones1999,
  author    = {Mark Britten-Jones},
  title     = {The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights},
  journal   = {The Journal of Finance},
  volume    = {54},
  number    = {2},
  pages     = {655--671},
  year      = {1999},
  publisher = {Wiley for the American Finance Association}
}

@article{KempfMemmel2006,
  author    = {Alexander Kempf and Christoph Memmel},
  title     = {Estimating the Global Minimum Variance Portfolio},
  journal   = {Schmalenbach Business Review},
  volume    = {58},
  number    = {4},
  pages     = {332--348},
  year      = {2006},
  publisher = {Springer}
}

@article{PesaranYamagata2024,
  author    = {M. Hashem Pesaran and Takashi Yamagata},
  title     = {Testing for alpha in linear factor pricing models with a large number of securities},
  journal      = {Journal of Financial Econometrics},
  volume =  {22},
  number = {2},
  pages = {407--460},
  year      = {2024}
}

@article{KanZhou2012,
  author    = {Raymond Kan and Guofu Zhou},
  title     = {Tests of Mean-Variance Spanning},
  journal   = {Annals of Economics and Finance},
  volume    = {13},
  number    = {1},
  pages     = {145--193},
  year      = {2012},
  publisher = {Society for AEF}
}

@article{GungorLuger2016,
  author    = {Sermin Gungor and Richard Luger},
  title     = {Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances},
  journal   = {Journal of Business \& Economic Statistics},
  volume    = {34},
  number    = {2},
  pages     = {161--175},
  year      = {2016},
  publisher = {Taylor \& Francis}
}

@misc{ArdiaSessinou2025,
  author    = {David Ardia and Rosnel Sessinou},
  title     = {Robust Inference in Large Panels and Markowitz Portfolios},
  year      = {2024},
  note      = {Working paper},
  doi       = {10.2139/ssrn.5033399}
}
