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CAPM
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47
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Nijman, Theodore E.
6
Roon, Frans de
6
Horst, Jenke R. ter
5
Veld, Chris H.
3
Verbeek, Marno
3
Marquering, Wessel A.
2
Szymanowska, Marta
2
Werker, Bas J. M.
2
Baele, Lieven
1
Huij, Joop
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Report / Erasmus Center for Financial Research, Erasmus University
3
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2
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ECONIS (ZBW)
13
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1
Performance analysis of international mutual funds incorporating market frictions
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Roon, Frans de
-
1998
Persistent link: https://www.econbiz.de/10000988104
Saved in:
2
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
Saved in:
3
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
4
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.
-
1998
Persistent link: https://www.econbiz.de/10000978825
Saved in:
5
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
-
1998
Persistent link: https://www.econbiz.de/10000997542
Saved in:
6
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
Saved in:
7
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
Saved in:
8
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.
;
Verbeek, Marno
-
1998
Persistent link: https://www.econbiz.de/10000674756
Saved in:
9
On the use of multifactor models to evaluate mutual fund performance
Huij, Joop
;
Verbeek, Marno
- In:
Financial management
38
(
2009
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10003851324
Saved in:
10
Reverse convertible bonds analyzed
Szymanowska, Marta
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
Saved in:
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