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Testing for mean-variance spanning: a survey

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Author Info
DeRoon, Frans A.
Nijman, Theo E.

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File URL: http://www.sciencedirect.com/science/article/B6VFG-42Y15XM-1/2/bcc8878dfc3bf3bee13b3e45e532c885
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 8 (2001)
Issue (Month): 2 (May)
Pages: 111-155
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Handle: RePEc:eee:empfin:v:8:y:2001:i:2:p:111-155

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