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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~type_genre:"Article in journal"
~type_genre:"Glossar enthalten"
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Lee, Cheng F.
38
Chen, Sheng-syan
10
Jaggi, Bikki
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Review of quantitative finance and accounting
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
Saved in:
4
Endogeneous problems in cross-sectional valuation models based on accounting information
Gil-Alaña, Luis A.
;
Iniguez-Sanchez, R.
;
Lopez-Espinosa, G.
- In:
Review of quantitative finance and accounting
37
(
2011
)
2
,
pp. 245-265
Persistent link: https://www.econbiz.de/10009271461
Saved in:
5
US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Saved in:
6
The persistence of earnings per share
Gil-Alaña, Luis A.
;
Peláez, Rolando F.
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 425-439
Persistent link: https://www.econbiz.de/10003799587
Saved in:
7
Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
Review of quantitative finance and accounting
27
(
2006
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
Saved in:
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