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Testing for mean-variance spanning: a survey

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  • DeRoon, Frans A.
  • Nijman, Theo E.

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  • DeRoon, Frans A. & Nijman, Theo E., 2001. "Testing for mean-variance spanning: a survey," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 111-155, May.
  • Handle: RePEc:eee:empfin:v:8:y:2001:i:2:p:111-155
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