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

Research output: Book/Report › Report

Name	Discussion Paper

Cite this

@book{9df1c4feebe44c8d89a77871d1e3ee60,

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",

}

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 -