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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"ARCH model"
~subject:"Pension fund"
~subject:"Portfolio selection"
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Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Center for Economic Research, Tilburg University
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000969024
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