Frans de Roon

According to our database1, Frans de Roon authored at least 2 papers between 2012 and 2020.

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Bibliography

2020
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds.
Manag. Sci., 2020

2012
Asset Pricing Restrictions on Predictability: Frictions Matter.
Manag. Sci., 2012


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