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~person:"Lee, Cheng F."
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Portfolio selection
18
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18
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8
Theorie
8
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8
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6
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6
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4
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19
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Lee, Cheng F.
Fabozzi, Frank J.
104
Wong, Wing Keung
47
Satchell, Stephen
45
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Martellini, Lionel
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Jarrow, Robert A.
25
Maurer, Raimond
25
Young, Virginia R.
25
Hens, Thorsten
24
Markowitz, Harry
24
Scherer, Bernd
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Kraft, Holger
23
McAleer, Michael
23
Mensi, Walid
23
Post, Thierry
23
Guerard, John Baynard
22
Račev, Svetlozar T.
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
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Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in financial planning and forecasting
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
International review of economics & finance : IREF
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
19
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1
The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
Saved in:
2
Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
Saved in:
3
A note on the generalized multibeta CAPM
Lee, Cheng F.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
1
,
pp. 67-68
Persistent link: https://www.econbiz.de/10001185101
Saved in:
4
Bulls, bears, and value line's rankings
Moy, Ronald L.
- In:
International review of economics & finance : IREF
4
(
1995
)
2
,
pp. 179-187
Persistent link: https://www.econbiz.de/10001188905
Saved in:
5
The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation
Rahman, Shafiqur
;
Lee, Cheng F.
;
Xiao, Yaqing
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10011797024
Saved in:
6
The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
Wei, K. C. John
- In:
Management science : journal of the Institute for …
34
(
1988
)
10
,
pp. 1266-1270
Persistent link: https://www.econbiz.de/10001060062
Saved in:
7
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
8
Market timing, selectivity, and mutual fund performance
Lee, Cheng F.
;
Li, Li
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 41-84
Persistent link: https://www.econbiz.de/10001695509
Saved in:
9
Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
10
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
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