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Testing for mean-variance spanning : A survey

Author

Listed:
  • de Roon, F.A.

    (Tilburg University, School of Economics and Management)

  • Nijman, T.E.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • de Roon, F.A. & Nijman, T.E., 1998. "Testing for mean-variance spanning : A survey," Other publications TiSEM 799946fb-ef7d-475e-979a-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:799946fb-ef7d-475e-979a-9c7b5e9c9a80
    as

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    References listed on IDEAS

    as
    1. Adler, Michael & Dumas, Bernard, 1983. "International Portfolio Choice and Corporation Finance: A Synthesis," Journal of Finance, American Finance Association, vol. 38(3), pages 925-984, June.
    2. Bekaert, Geert & Urias, Michael S, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," Journal of Finance, American Finance Association, vol. 51(3), pages 835-869, July.
    3. Balduzzi, Pierluigi & Kallal, Hedi, 1997. "Risk Premia and Variance Bounds," Journal of Finance, American Finance Association, vol. 52(5), pages 1913-1949, December.
    Full references (including those not matched with items on IDEAS)

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