@article {Alexander64, author = {Gordon J. Alexander}, title = {Efficient Sets, Short-Sellling, and Estimation Risk}, volume = {21}, number = {2}, pages = {64--73}, year = {1995}, doi = {10.3905/jpm.1995.409505}, publisher = {Institutional Investor Journals Umbrella}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/21/2/64}, eprint = {https://jpm.pm-research.com/content/21/2/64.full.pdf}, journal = {The Journal of Portfolio Management} }