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Frans A. de Roon · Study
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Author
Frans A. de Roon
8 works
· latest 2012
· 2 institutions
cluster: provisional
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8
Citations
1,111
Works here
8
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12
Most cited in this library
Hedging Pressure Effects in Futures Markets
2000 · 478 citations
Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
2001 · 293 citations
Evaluating style analysis
2003 · 102 citations
Currency hedging for international stock portfolios: The usefulness of mean–variance analysis
2003 · 58 citations
International portfolio diversification: Currency, industry and country effects revisited
2012 · 57 citations
Works
8 shown
International portfolio diversification: Currency, industry and country effects revisited
Journal of International Money and Finance
·
2012
·
4 authors
·
Open access
57
citations
Euro-Zone Equity Returns: Country versus Industry Effects
European Finance Review
·
2011
·
3 authors
·
Open access
41
citations
International diversification with factor funds
The HKU Scholars Hub (University of Hong Kong)
·
2010
·
2 authors
·
Open access
56
citations
Evaluating style analysis
Journal of Empirical Finance
·
2003
·
3 authors
·
Open access
102
citations
Currency hedging for international stock portfolios: The usefulness of mean–variance analysis
Journal of Banking & Finance
·
2003
·
3 authors
·
Open access
58
citations
Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
The Journal of Finance
·
2001
·
3 authors
293
citations
Hedging Pressure Effects in Futures Markets
The Journal of Finance
·
2000
·
3 authors
·
Open access
478
citations
Pricing Term Structure Risk in Futures Markets
Journal of Financial and Quantitative Analysis
·
1998
·
3 authors
26
citations