man-roxygen/ref-MBJ99.R

In shabbychef/MarkowitzR: Statistical Significance of the Markowitz Portfolio

#' @references
#'
#' Britten-Jones, Mark. "The Sampling Error in Estimates of Mean-Variance 
#' Efficient Portfolio Weights." The Journal of Finance 54, no. 2 (1999):
#' 655--671. \url{https://www.jstor.org/stable/2697722}