Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets-Reference-Cited by-同舟云学术

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Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Published:2001-04 Issue:2 Volume:56 Page:721-742
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

De Roon Frans A.,Nijman Theo E.,Werker Bas J. M.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference19 articles.

1. Market integration and investment barriers in emerging equity markets;Bekaert;World Bank Economic Review,1995

2. Distributional characteristics of emerging market returns and asset allocation;Bekaert;Journal of Portfolio Management,1998

3. Diversification, integration, and emerging market closed-end funds;Bekaert;Journal of Finance,1996

4. Portfolio performance measurement: Theory and applications;Chen;Review of Financial Studies,1996

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