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Characteristics of Long-Run Return and Risk : A Unified Performance Metric
Cheng, Ping, (2017)
Exploring longitudinal risk-return relationships
Andersen, Torben Juul, (2015)
A Simple Return Generating Model in Discrete Time; Implications for Market Efficiency Testing
Milionis, Alexandros E., (2022)
Illiquidity and portfolio risk of thinly traded assets
Cheng, Ping, (2010)
Heterogeneous information and appraisal smoothing
Cheng, Ping, (2011)
Illiquidity, transaction cost, and optimal holding period for real estate : theory and application