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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. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Evaluating style analysis
Roon, Frans de; Nijman, Theodore E.; Horst, Jenke R. ter - 2000
Persistent link: https://www.econbiz.de/10001501921
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Incorporating estimation risk in portfolio choice
Horst, Jenke R. ter; Roon, Frans de; Werker, Bas J. M. - 2000
Persistent link: https://www.econbiz.de/10001501933
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Currency hedging for international stock portfolios : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1999
Persistent link: https://www.econbiz.de/10001450569