Testing for mean-variance spanning: A survey

Journal of Empirical Finance

Volumn 8, Issue 2, 2001, Pages 111-155

  DeRoon, Frans A ^a   Nijman, Theo E ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

G110; G120; Mean variance spanning; Performance measurement; Portfolio choice; Volatility bounds

Indexed keywords

EID: 0011733543     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(01)00022-6     Document Type: Article

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