Title of article
Testing for mean-variance spanning: a survey
Author/Authors
Frans A. DeRoon، نويسنده , , Theo E. Nijman، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2001
Pages
45
From page
111
To page
155
Keywords
Mean-variance spanning , Portfolio choice , Performance measurement , Volatility bounds
Journal title
Journal of Empirical Finance
Serial Year
2001
Journal title
Journal of Empirical Finance
Record number
130685
Link To Document