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

Journal of Finance

Volumn 56, Issue 2, 2001, Pages 721-742

  de Roon, Frans A ^a   Nijman, Theo E ^b   Werker, Bas J M ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000600038     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00343     Document Type: Article

References (19)

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