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Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets

Nijman,T.E.
; 
de Roon,F.A.
; 
Werker,B.J.M.
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DP 9807 Pagination: 21
Date
2001
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Tilburg University Research Output Collection
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roonijwer1.pdf
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Nijman, T E, de Roon, F A & Werker, B J M 2001, 'Testing for Mean-Variance spanning with short sales constraints and transaction costs : The case of emerging markets', Journal of Finance, vol. 56, no. 2, pp. 721-742.
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https://hdl.handle.net/20.500.14602/37946
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info:eu-repo/semantics/restrictedAccess
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