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

FA de Roon, ThE Nijman, JM Werker

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
EditionCentER Discussion Paper 9807
Publication statusPublished - 1998

Publication series

SeriesCentER Discussion Paper
Volume9807

Research programs

  • RSM F&A

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