Testing for mean-variance spanning: A survey

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

No 1998-132, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: capital markets; variance; testing (search for similar items in EconPapers)
Date: 1998
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Journal Article: Testing for mean-variance spanning: a survey (2001)
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