Testing for mean-variance spanning with short sales constraints and transaction costs : The case of emerging markets
| Year of publication: |
1998
|
|---|---|
| Authors: | Nijman, Theo ; Werker, Bas J.M. ; de Roon, F.A. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | portfolio investment | transaction costs | regression analysis | variance |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1998-07 |
| Source: |
Persistent link: https://www.econbiz.de/10011092345