eBook: DeRoon and Nijman 2001
72 Results
- Do IPO Index Portfolios Improve the Investment Opportunities ...
- both academic researchers and practitioners, with the major issues in IPOs focusing on underpricing, ... comprehensive surveys by Kan and Zhou (2001) and DeRoon and Nijman (2001) ...
- Index, Portfolios, Improve, Investment, Opportunities,
- www.ipoxschuster.com/why/documents/IPOX_Index.pdf - 2008-06-27 - Preview - Related
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- Microsoft Word - INTREITMVAsiaFMA2009
- Compared with equity and debt securities, whether real estate investments enhance or deteriorate ... Kan and Zhou (2001) and DeRoon and Nijman (2001) for details. ...
- Microsoft, INTREITMVAsiaFMA2009,
- www.fma.org/Xiamen/INTREITMVAsiaFMA2009.pdf - 2009-08-05 - Preview - Related
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- Are TIPS the "Real" Deal?: A Conditional Assessment of their ...
- quarter of 2001 and is characterized by a low correlation, which ... De Santis (1994), and Bekaert and Urias (1996); and DeRoon and Nijman (2001) for a survey) ...
- "Real", Deal?:, Conditional, Assessment, their,
- coba.usf.edu/departments/finance/faculty/.../TIPS_Short.pdf - 2003-08-11 - Preview - Related
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- Minimum-Variance Kernels, Economic Risk Premia, and Tests of ...
- Jagannathan and Wang (2001) contrast the formulation of multi-beta ... This result is analogous to the one derived by DeRoon and Nijman (2001) for the case where the candidate ...
- Minimum-Variance, Kernels,, Economic, Premia,, Tests,
- www.frbatlanta.org/frbatlanta/filelegacydocs/wp0124.pdf - 2001-11-15 - Preview - Related
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- International Portfolio Diversification Benefits: Cross ...
- In line with DeRoon, Nijman, and Werker (2001), including short ... Since the simulation results in DeRoon, Nijman, and Werker (2001) show that the small sample properties of ...
- International, Portfolio, Diversification, Benefits:, Cross,
- fee.uva.nl/.../Driessen/diversification_driessenlaeven.pdf - 2007-10-30 - Preview - Related
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- International Portfolio Diversi...cation: Industry, Country ...
- 1987, DeRoon, Nijman, and Werker, 2001), since the benchmark assets are di¤erent ... DeRoon, Nijman, and Werker (2001) to incorporate short sales constraints on both ...
- International, Portfolio, Diversi...cation:, Industry,, Country,
- inquire-europe.org/project/.../gerardhillionderoon.pdf - 2007-06-07 - Preview - Related
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- PORTFOLIO MANAGEMENT IN RUSSIA AND US
- The analysis will include stock market indexes as well as individual stocks and mutual funds. ... DeRoon, Frans A., and Theo E. Nijman, 2001, Testing for mean-variance ...
- PORTFOLIO, MANAGEMENT, RUSSIA,
- www.nes.ru/~agoriaev/GETptfmgt03.doc - 2003-10-07 - Preview - Related
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- Long-Horizon Abnormal Performance after IPO issues: An Asset ...
- Kan and Zhou (2001) report that the asymptotic tests have very good power testing ... DeRoon, F. and T. Nijman, 2001, Testing for mean-variance spanning: A survey, Journal of ...
- Long-Horizon, Abnormal, Performance, after, issues:, Asset,
- fin.ntu.edu.tw/~conference/conference2004/.../9/9-3(A33).pdf - 2005-02-02 - Preview - Related
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- Home bias
- De Roon and Nijman (2001) and Kan and Zhou (2001) by considering a set of K ... Kan and Zhou (2001) outline a procedure whereby mean-variance spanning tests can be ...
- frbatlanta.org/filelegacydocs/.../seminar_kearney_112408.pdf - 2008-12-09 - Preview - Related
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- Evaluating Style Analysis
- and De Roon and Nijman, 2001). If the benchmarks or factor portfolios used in style ... 2001 German Finance Association meetings and the 2001 European Finanial Manage ...
- Evaluating, Style, Analysis,
- inquire-europe.org/project/.../roonnijmanterhorst.pdf - 2007-06-07 - Preview - Related
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- Are TIPS the "Real" Deal?: A Conditional Assessment of their ...
- quarter of 2001 and is characterized by a low correlation, which falls to roughly zero at ... (1994), and Bekaert and Urias (1996); and DeRoon and Nijman (2001) for ...
- "Real", Deal?:, Conditional, Assessment, their,
- coba.usf.edu/departments/finance/faculty/.../TIPS_Full.pdf - 2003-08-11 - Preview - Related
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- Multivariate tests of mean-variance efficiency with possibly ...
- Natural Sciences and Engineering Research Council of Canada, the Social Sciences ... (1996), Cochrane (2001), DeRoon and Nijman (2001), and Fama and French ...
- Multivariate, tests, mean-variance, efficiency, possibly,
- fsa.ulaval.ca/.../fichiers/Chaire_RBC/non_gaussian_2007.pdf - 2007-10-31 - Preview - Related
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- Diversification in euro area stock markets: country versus ...
- example DeRoon and Nijman (2001) and are based on regression analysis. ... country indices returns (compare equation 20 of DeRoon and Nijman (2001) ...
- Diversification, stock, markets:, country, versus,
- www.ecb.int/pub/pdf/scpwps/ecbwp327.pdf - 2004-04-21 - Preview - Related
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- : C
- Theory suggests that country effects within Europe should diminish over time and ... indices returns (compare equation 20 of DeRoon and Nijman (2001) ...
- uts.edu.au/fac/.../qfrc/conferences/qmf2002/Moerman_G.pdf - 2004-04-08 - Preview - Related
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- Long-Horizon Abnormal Performance after IPO issues: An Asset ...
- comprehensive surveys by DeRoon and Nijman (2001) and Kan and Zhou (2001) ... (2001) examine the finite sample properties and compare the statistical power for ...
- Long-Horizon, Abnormal, Performance, after, issues:, Asset,
- www.ccfr.org.cn/cicf2006/cicf2006paper/20060111124202.pdf - 2008-10-07 - Preview - Related
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- March-April 2005
- where the errors have zero expectation and are orthogonal to the factors. ... the vector of ones (see DeRoon and Nijman (2001) for a survey of mean-variance spanning ...
- March-April,
- www.nes.ru/~agoriaev/EFM04HA3.doc - 2005-04-15 - Preview - Related
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- Testing for Mean-Variance Spanning: A Survey
- lyzes regression based test procedures for spanning and intersection, ... variables (see e.g. DeRoon, Nijman and Veld (2000)) as well as from the ...
- Testing, Mean-Variance, Spanning:, Survey,
- center.uvt.nl/staff/nijman/publicationsenglish/nijroo1.pdf - 2010-05-10 - Preview - Related
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- The Diversification Properties of US Timberland: A Mean ...
- See e.g. Redmond and Cubbage (1988) and Sun and Zhang (2001) who estimate CAPM ... DeRoon and Nijman (2001) present a survey on the various methods used to test ...
- Diversification, Properties, Timberland:,
- www.rug.nl/staff/l.spierdijk/timberland.pdf - 2010-04-25 - Preview - Related
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- International Portfolio Diversification Benefits: Cross ...
- Schmukler, Haluk Unal, Dimitri Vittas, and seminar participants at the Globalization and ... costs and short-sales constraints are incorporated (DeRoon, Nijman, and Werker ...
- International, Portfolio, Diversification, Benefits:, Cross,
- www.luclaeven.com/papers_files/Diversification_JBF_final.pdf - 2008-02-19 - Preview - Related
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- International Diversification and the Home Bias Puzzle: The ...
- and Robertson (2001) and Cai and Warnock (2004) show that investors tend to ... DeRoon, F. Nijman, T. and Werker, B. (2001). Testing for Mean Variance Spanning with ...
- International, Diversification, Puzzle:,
- efmaefm.org/0EFMAMEETINGS/.../2008-athens/Berrill.pdf - 2009-05-23 - Preview - Related
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