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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"World"
~subject:"Yield"
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Search: "Nijman, Theo E"
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Nijman, Theodore E.
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Roon, Frans de
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Journal of econometrics
Journal of financial and quantitative analysis : JFQA
Report / Erasmus Center for Financial Research, Erasmus University
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4
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1
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
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
Style analysis and performance evaluation of Dutch mutual funds
Horst, Jenke R. ter
;
Nijman, Theodore E.
;
Roon, Frans de
-
1998
Persistent link: https://www.econbiz.de/10000988103
Saved in:
5
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:
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