Narrow search
Showing 1 - 10 of 11
Cover Image
Do investors still benefit from culturally home-biased diversification? : an empirical study of China, Hong Kong, and Taiwan
Chiou, Wan-jiun Paul; Lee, Cheng F. - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 341-381
Persistent link: https://www.econbiz.de/10009708109
Cover Image
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin; Huang, Chin-wen; Chiou, Wan-jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Cover Image
Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502
Persistent link: https://www.econbiz.de/10011796645
Cover Image
The dynamics of security trades, quote revisions, and market depths for actively traded stocks
Rahman, Shafiqur; Krishnamurti, Chandrasekhar; Lee, Alice C. - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 91-124
Persistent link: https://www.econbiz.de/10003124755
Cover Image
An integrated model of debt issuance, refunding, and maturity
Gupta, Manak C.; Lee, Alice C. - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10003277979
Cover Image
Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan
Chiou, Paul; Lee, Cheng-Few - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 341-381
Persistent link: https://www.econbiz.de/10010066572
Cover Image
Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 447-469
Persistent link: https://www.econbiz.de/10010032853
Cover Image
Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
Hsu, Chun-Pin; Huang, Chin-Wen; Chiou, Wan-Jiun Paul - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 469-470
Persistent link: https://www.econbiz.de/10010032854
Cover Image
Alternative Models for Estimating the Cost of Equity Capital for Property-Casualty Insurers
Lee, Alice C.; Cummins, J.David - In: Review of quantitative finance and accounting 10 (1998) 3, pp. 235-268
Persistent link: https://www.econbiz.de/10007193808
Cover Image
An Integrated Model of Debt Issuance, Refunding, and Maturity
Gupta, Manak C.; Lee, Alice C. - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 177
Persistent link: https://www.econbiz.de/10007145999