Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

✍ Scribed by Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

• Book ID: 123709288
• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 438 KB
• Volume: 56
• Category: Article
• ISSN: 0022-1082
• DOI: 10.2307/222580