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

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@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 = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "2",

}