Testing for Mean-Variance spanning with short sales constraints and transaction costs : The case of emerging markets
| Year of publication: |
2001
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|---|---|
| Authors: | Nijman, T.E. ; de Roon, F.A. ; Werker, B.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Finance (2001), v.56, nr.2, p.721-742 |
| Source: |
Persistent link: https://www.econbiz.de/10011088753