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Review of quantitative finance and accounting
The Frank J. Fabozzi series
56
The journal of portfolio management : a publication of Institutional Investor
48
The journal of fixed income
41
The journal of portfolio management : JPM
34
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
Journal of banking & finance
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The theory and practice of investment management
22
International journal of theoretical and applied finance
14
Applied economics
13
Applied financial economics
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European journal of operational research : EJOR
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Frank J. Fabozzi Ser
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The journal of fixed income : JFI
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Journal of Financial and Quantitative Analysis
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KIT Working Paper Series in Economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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7
Insurance / Mathematics & economics
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International Journal of Theoretical and Applied Finance (IJTAF)
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International review of financial analysis
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European financial management : the journal of the European Financial Management Association
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1
A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Chen, Ren-Raw
;
Yang, Tyler
- In:
Review of quantitative finance and accounting
19
(
2002
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001698787
Saved in:
2
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
3
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
4
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
5
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
Saved in:
6
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
7
Economic growth potential creating a real put and the resulting valuation of the firm
Wang, Xiaoli
;
Long, Michael S.
;
Chen, Ren-Raw
;
Zhang, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 453-474
Persistent link: https://www.econbiz.de/10011595651
Saved in:
8
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
9
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
10
A Note on Forward Price and Forward Measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10007164123
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