Testing for mean-variance spanning

A survey

Research output: Contribution to journalArticleScientificpeer-review

879 Downloads (Pure)
Original languageEnglish
Pages (from-to)111-156
Number of pages45
JournalJournal of Empirical Finance
Volume8
Issue number2
Publication statusPublished - 2001

Cite this

@article{0159f80ac61b4519b004aa17698d2893,
title = "Testing for mean-variance spanning: A survey",
author = "T.E. Nijman and {de Roon}, F.A.",
note = "DP 98132 Pagination: 45",
year = "2001",
language = "English",
volume = "8",
pages = "111--156",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",
number = "2",

}

Testing for mean-variance spanning : A survey. / Nijman, T.E.; de Roon, F.A.

In: Journal of Empirical Finance, Vol. 8, No. 2, 2001, p. 111-156.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Testing for mean-variance spanning

T2 - A survey

AU - Nijman, T.E.

AU - de Roon, F.A.

N1 - DP 98132 Pagination: 45

PY - 2001

Y1 - 2001

M3 - Article

VL - 8

SP - 111

EP - 156

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

IS - 2

ER -