Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Frans A. de Roon; Theo E. Nijman, and Bas J. M. Werker
| Year of publication: |
2001
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|---|---|
| Authors: | Roon, Frans de ; Nijman, Theodore E. ; Werker, Bas J. M. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 2, p. 721-742
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| Subject: | Wertpapierhandel | Securities trading | Unvollkommener Markt | Incomplete market | Transaktionskosten | Transaction costs | Statistischer Test | Statistical test | Schwellenländer | Emerging economies | Portfolio-Investition | Foreign portfolio investment | Industrieländer | Industrialized countries | 1985-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001604133