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

Research output: Working paperDiscussion paperOther research output

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Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages47
Volume1998-07
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-07

Keywords

  • portfolio investment
  • transaction costs
  • regression analysis
  • variance

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