Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Research output: Book/ReportReportProfessional

Original languageEnglish
Place of PublicationRotterdam
PublisherErasmus University
Number of pages44
Publication statusPublished - 1997

Publication series

NameDiscussion Paper

Cite this

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title = "Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets",
author = "{de Roon}, F.A. and T.E. Nijman and B.J.M. Werker",
note = "Pagination: 44",
year = "1997",
language = "English",
series = "Discussion Paper",
publisher = "Erasmus University",

}

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs : The Case of Emerging Markets. / de Roon, F.A.; Nijman, T.E.; Werker, B.J.M.

Rotterdam : Erasmus University, 1997. 44 p. (Discussion Paper).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs

T2 - The Case of Emerging Markets

AU - de Roon, F.A.

AU - Nijman, T.E.

AU - Werker, B.J.M.

N1 - Pagination: 44

PY - 1997

Y1 - 1997

M3 - Report

T3 - Discussion Paper

BT - Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs

PB - Erasmus University

CY - Rotterdam

ER -