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Testing for mean-variance spanning : A survey

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  • de Roon, F.A.

    (Tilburg University, Center For Economic Research)

  • Nijman, T.E.

    (Tilburg University, Center For Economic Research)

Abstract

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  • de Roon, F.A. & Nijman, T.E., 1998. "Testing for mean-variance spanning : A survey," Discussion Paper 1998-132, Tilburg University, Center for Economic Research.
  • Handle: RePEc:tiu:tiucen:799946fb-ef7d-475e-979a-9c7b5e9c9a80
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    References listed on IDEAS

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    Keywords

    capital markets; variance; testing;

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