Testing for mean-variance spanning with short sales constraints and transaction costs

The case of emerging markets

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationEmerging Markets
EditorsG. Bekaert, C.R. Harvey
Place of PublicationCheltenham
PublisherEdward Elgar
Publication statusPublished - 2004

Cite this

@inbook{2e7fd478e6ad4db9b47637327865a116,
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",
year = "2004",
language = "English",
editor = "G. Bekaert and C.R. Harvey",
booktitle = "Emerging Markets",
publisher = "Edward Elgar",

}

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.

Emerging Markets. ed. / G. Bekaert; C.R. Harvey. Cheltenham : Edward Elgar, 2004.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

TY - CHAP

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.

PY - 2004

Y1 - 2004

M3 - Chapter

BT - Emerging Markets

A2 - Bekaert, G.

A2 - Harvey, C.R.

PB - Edward Elgar

CY - Cheltenham

ER -