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type_genre:"Arbeitspapier"
isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Roon, Frans de"
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Roon, Frans de
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Discussion paper / Center for Economic Research, Tilburg University
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On the estimation error in mean-varince efficient portfolio weights
Roon, Frans de
(
contributor
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002454526
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2
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
-
1998
Persistent link: https://www.econbiz.de/10000997542
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3
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
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