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

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Name	CentER Discussion Paper
Volume	1998-07

Keywords

@techreport{60caeb48a8bf480aa37ec7ebf4f7c9cd,

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

keywords = "portfolio investment, transaction costs, regression analysis, variance",

author = "{de Roon}, F.A. and T.E. Nijman and B.J.M. Werker",

note = "Pagination: 47",

year = "1998",

language = "English",

volume = "1998-07",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}

TY - UNPB

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: 47

PY - 1998

Y1 - 1998

KW - portfolio investment

KW - transaction costs

KW - regression analysis

KW - variance

M3 - Discussion paper

VL - 1998-07

T3 - CentER Discussion Paper

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

PB - Econometrics

CY - Tilburg

ER -