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Testing for mean-variance spanning : a survey
Roon, Frans de; Nijman, Theodore E. - In: Journal of empirical finance 8 (2001) 2, pp. 111-155
Persistent link: https://www.econbiz.de/10001575265
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Evaluating style analysis
Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - In: Journal of empirical finance 11 (2004) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10001880990
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Evaluating style analysis
ter Horst, Jenke R.; Nijman, Theo E.; de Roon, Frans A. - In: Journal of empirical finance 11 (2004) 1, pp. 29-54
Persistent link: https://www.econbiz.de/10007231013