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Frans de Roon
Publication Activity (10 Years)
Years Active: 2012-2020
Publications (10 Years): 1
Top Topics
Multiscale
Transaction Costs
Pricing Strategies
Artificial Intelligence
Top Venues
Manag. Sci.
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Publications
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Paul Karehnke
,
Frans de Roon
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds.
Manag. Sci.
66 (12) (2020)
Frans de Roon
,
Marta Szymanowska
Asset Pricing Restrictions on Predictability: Frictions Matter.
Manag. Sci.
58 (10) (2012)