SHORTER PAPERS - Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
Year of publication: |
2001
|
---|---|
Authors: | Roon, Frans A.De ; Nijman, Theo E. ; Werker, Bas J.M. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 56.2001, 2, p. 721-742
|
Saved in:
Saved in favorites
Similar items by person
-
SHORTER PAPERS - Hedging Pressure Effects in Futures Markets
Roon, Frans A.De, (2000)
-
Pricing Term Structure Risk in Futures Markets
Roon, Frans A.de, (1998)
-
Performance information dissemination in the mutual fund industry
Goriaev, Alexei, (2008)
- More ...