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CAPM
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48
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36
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26
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26
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21
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9
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Ziemba, William T.
9
MacLean, Leonard C.
3
Foster, Michael E.
2
Lleo, Sébastien
2
Zhitlukhin, M. V.
2
Kallio, Markku
1
Koivu, Matti
1
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Computational Management Science : CMS
1
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ECONIS (ZBW)
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Predicting returns on the Tokyo Stock Exchange
Schwartz, Sandra L.
;
Ziemba, William T.
- In:
Security market imperfections in worldwide equity markets
,
(pp. 492-511)
.
2000
Persistent link: https://www.econbiz.de/10001506436
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2
Empirical Bayes estimation of securities price parameters
MacLean, Leonard C.
;
Foster, Michael E.
;
Ziemba, William T.
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 47-57)
.
2002
Persistent link: https://www.econbiz.de/10001746962
Saved in:
3
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
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4
Mean-variance versus expected utility in dynamic investment analysis
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10008992080
Saved in:
5
Using Tucher's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Kallio, Markku
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2281-2302
Persistent link: https://www.econbiz.de/10003522917
Saved in:
6
Cointegration analysis of the Fed model
Koivu, Matti
;
Pennanen, Teemu
;
Ziemba, William T.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 248-259
Persistent link: https://www.econbiz.de/10003219495
Saved in:
7
Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179116
Saved in:
8
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien
;
Zhitlukhin, M. V.
;
Ziemba, William T.
-
2021
Persistent link: https://www.econbiz.de/10012520206
Saved in:
9
Using a mean changing stochastic processes exit-entry model for stock market longshort prediction
Lleo, Sébastien
;
Zhitlukhin, M. V.
;
Ziemba, William T.
-
2021
Persistent link: https://www.econbiz.de/10012534838
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