spantest: Mean-Variance Spanning Tests
Authors:
- David ArdiaDADavid Ardia
- Benjamin SeguinBSBenjamin Seguin
- 9 September 2025
- dataset
- Published by The R Foundation
Abstract
Provides a comprehensive suite of portfolio spanning tests for asset pricing, such as Huberman and Kandel (1987) , Gibbons et al. (1989) , Kempf and Memmel (2006) , Pesaran and Yamagata (2024) , and Gungor and Luger (2016) .Keywords
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