Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets

Research output: Contribution to journalArticleScientificpeer-review

700 Downloads (Pure)
Original languageEnglish
Pages (from-to)721-742
Number of pages21
JournalJournal of Finance
Volume56
Issue number2
Publication statusPublished - 2001

Cite this

@article{f4a3551ad7ae4c228813b170fee01383,
title = "Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets",
author = "T.E. Nijman and {de Roon}, F.A. and B.J.M. Werker",
note = "DP 9807 Pagination: 21",
year = "2001",
language = "English",
volume = "56",
pages = "721--742",
journal = "The Journal of Finance",
issn = "0022-1082",
publisher = "Wiley-Blackwell",
number = "2",

}

Testing for Mean-Variance spanning with short sales constraints and transaction costs : The case of emerging markets. / Nijman, T.E.; de Roon, F.A.; Werker, B.J.M.

In: Journal of Finance, Vol. 56, No. 2, 2001, p. 721-742.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Testing for Mean-Variance spanning with short sales constraints and transaction costs

T2 - The case of emerging markets

AU - Nijman, T.E.

AU - de Roon, F.A.

AU - Werker, B.J.M.

N1 - DP 9807 Pagination: 21

PY - 2001

Y1 - 2001

M3 - Article

VL - 56

SP - 721

EP - 742

JO - The Journal of Finance

JF - The Journal of Finance

SN - 0022-1082

IS - 2

ER -