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The multi-period CAPM and valuation of multi-period stochastic cash flows

Kazemi, Hossein - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 223-231

Persistent link: https://www.econbiz.de/10001106735

An alternative testable form of the consumption CAPM

Kazemi, Hossein - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 61-70

Persistent link: https://www.econbiz.de/10001058017

An intemporal model of asset prices in a Markov economy with a limiting stationary distribution

Kazemi, Hossein - In: The review of financial studies 5 (1992) 1, pp. 85-104

Persistent link: https://www.econbiz.de/10001119824

Time-varying risk and return in the bond market : a test of a new equilibrium pricing model

Campbell, Cynthia J.; Kazemi, Hossein; Nanisetty, Prasad - In: The review of financial studies 12 (1999) 3, pp. 631-642

Persistent link: https://www.econbiz.de/10001421850

International convergence of short-term and long-term interest rates : theory and empirical tests

Kazemi, Hossein - In: Global finance journal 8 (1997) 2, pp. 239-256

Persistent link: https://www.econbiz.de/10001233009

Indeterminacy and volatility of exchange rates under imperfect currency substitution

Mahdavi, Mahnaz - In: Economic inquiry : journal of the Western Economic … 34 (1996) 1, pp. 168-181

Persistent link: https://www.econbiz.de/10001201709

Demand and supply of forward exchange contracts under incomplete information

Dufey, Günter - In: Journal of economics & business 43 (1991) 4, pp. 339-352

Persistent link: https://www.econbiz.de/10001121599

Estimates of the short-term rate process in an arbitrage-free framework

Kazemi, Hossein; Mahdavi, Mahnaz; Salazar, Brett - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 577-589

Persistent link: https://www.econbiz.de/10002171480

Eurex derivative products in alternative investments : the case of hedge funds

Schneeweis, Thomas; Kazemi, Hossein; Karavas, Vassilis - In: Economic & financial modelling : a journal of the … 11 (2004) 1, pp. 3-40

Persistent link: https://www.econbiz.de/10002098590

Duration of Poor Performance, Fund Flows and Risk-Shifting by Hedge Fund Managers

Li, Ying - 2015

A typical hedge fund manager receives greater compensation when the fund has a strong absolute or relative performance. Asymmetric performance fees and fund flow-performance relationship may create incentives for risk-shifting, estimated in our study by the change in fund return volatility in...

Persistent link: https://www.econbiz.de/10013031114