Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets

F.A. de Roon, Theo Nijman and Bas Werker
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F.A. de Roon: Tilburg University, Center For Economic Research

No 1998-07, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: portfolio investment; transaction costs; regression analysis; variance (search for similar items in EconPapers)
Date: 1998
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