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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

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@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",

}