Testing for mean-variance spanning: A survey

Research output: Working paperDiscussion paperOther research output

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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). Econometrics.