Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-86724.
Date of creation: 2001
Date of revision:
Publication status: Published in Journal of Finance (2001) v.56, p.721-742
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Web page: http://www.tilburguniversity.edu/
Other versions of this item:
- Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 1998. "Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets," Discussion Paper 1998-07, Tilburg University, Center for Economic Research.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- F. A. d. ROON & T. E. NIJMAN & B. J. WERKER, 1996.
"Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach,"
SFB 373 Discussion Papers
1996,63, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Nijman, T.E. & Roon, F.A. de & Werker, B.J.M., 1996. "Testing for Spanning with Futrures Contracts and Nontraded Assets: A General Approach," Discussion Paper 1996-83, Tilburg University, Center for Economic Research.
- Bekaert, Geert & Urias, Michael S, 1996.
" Diversification, Integration and Emerging Market Closed-End Funds,"
Journal of Finance,
American Finance Association, vol. 51(3), pages 835-69, July.
- Geert Bekaert & Michael S. Urias, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," NBER Working Papers 4990, National Bureau of Economic Research, Inc.
- Bekaert, Geert, 1995. "Market Integration and Investment Barriers in Emerging Equity Markets," World Bank Economic Review, World Bank Group, vol. 9(1), pages 75-107, January.
- Huberman, Gur & Kandel, Shmuel, 1987. " Mean-Variance Spanning," Journal of Finance, American Finance Association, vol. 42(4), pages 873-88, September.
- Luttmer, Erzo G J, 1996. "Asset Pricing in Economies with Frictions," Econometrica, Econometric Society, vol. 64(6), pages 1439-67, November.
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