Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
Published Online:2 Jul 2020https://doi.org/10.1287/mnsc.2019.3429
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Volume 66, Issue 12
December 2020
Pages 5485-6064, iii-iv
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- Received:January 24, 2018
- Accepted:June 10, 2019
- Published Online:July 02, 2020
Copyright © 2020, The Author(s)
Cite as
Paul Karehnke, Frans de Roon (2020) Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. Management Science 66(12):5969-5989.
https://doi.org/10.1287/mnsc.2019.3429
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