Frans A Deroon

2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Frans A Deroon trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Frans A. de Roon

Who trusts Frans A Deroon overall

  1. Marie-Claude Beaulieu
  2. Jean-Marie Dufour
  3. Enrique Sentana
  4. Lynda Khalaf

Papers from Frans A Deroon's perspective

Ordered by how strongly the researchers Frans A Deroon trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
  2. Gain, Loss, and Asset Pricing (Journal of Political Economy)
  3. Portfolio Selection
  4. A Simple Model of Herd Behavior
  5. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices
  6. Facts and Fantasies about Commodity Futures
  7. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. High-resolution frequency-wavenumber spectrum analysis

Their papers