Testing for mean-variance spanning

A survey

Research output: Working paperDiscussion paperOther research output

432 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages67
Volume1998-132
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-132

Keywords

  • capital markets
  • variance
  • testing

Cite this

de Roon, F. A., & Nijman, T. E. (1998). Testing for mean-variance spanning: A survey. (CentER Discussion Paper; Vol. 1998-132). Tilburg: Econometrics.
de Roon, F.A. ; Nijman, T.E. / Testing for mean-variance spanning : A survey. Tilburg : Econometrics, 1998. (CentER Discussion Paper).
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title = "Testing for mean-variance spanning: A survey",
keywords = "capital markets, variance, testing",
author = "{de Roon}, F.A. and T.E. Nijman",
note = "Pagination: 67",
year = "1998",
language = "English",
volume = "1998-132",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",

}

de Roon, FA & Nijman, TE 1998 'Testing for mean-variance spanning: A survey' CentER Discussion Paper, vol. 1998-132, Econometrics, Tilburg.

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

Tilburg : Econometrics, 1998. (CentER Discussion Paper; Vol. 1998-132).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Testing for mean-variance spanning

T2 - A survey

AU - de Roon, F.A.

AU - Nijman, T.E.

N1 - Pagination: 67

PY - 1998

Y1 - 1998

KW - capital markets

KW - variance

KW - testing

M3 - Discussion paper

VL - 1998-132

T3 - CentER Discussion Paper

BT - Testing for mean-variance spanning

PB - Econometrics

CY - Tilburg

ER -

de Roon FA, Nijman TE. Testing for mean-variance spanning: A survey. Tilburg: Econometrics. 1998. (CentER Discussion Paper).