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A Multivariate Test of the Cov...
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CAPM
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Lee, Cheng F.
45
Lee, Alice C.
6
Lee, John C.
6
Wei, K. C. John
5
Lee, Ahyee
3
Lee, John
3
Moy, Ronald L.
3
Bubnys, Edward L.
2
Chen, Ren-Raw
2
Finnerty, Joseph E.
2
Lee, Han-Hsing
2
Lee, Jack C.
2
Simaan, Yusif E.
2
Wort, Donald H.
2
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1
Cartwright, Phillip A.
1
Chang, Jow-ran
1
Chaudhury, Mohammed M.
1
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1
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1
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1
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1
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1
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Review of quantitative finance and accounting
8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of economics & business
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
Advances in investment analysis and portfolio management : a research annual
1
Finance and stochastics
1
International review of economics & finance : IREF
1
Journal of emerging markets
1
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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
Review of Pacific Basin financial markets and policies
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
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1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
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A multivariate test of the covariance-co-skewness restriction for the three moment CAPM
Lee, Ahyee
- In:
Journal of economics & business
48
(
1996
)
5
,
pp. 515-523
Persistent link: https://www.econbiz.de/10001210389
Saved in:
2
Multivariate tests of the CAPM under heteroskedasticity : a note
Lee, Ahyee
- In:
International review of economics & finance : IREF
6
(
1997
)
4
,
pp. 431-439
Persistent link: https://www.econbiz.de/10001235516
Saved in:
3
Is there a real estate factor premium ?
Mei, Jianping
- In:
The journal of real estate finance and economics
9
(
1994
)
2
,
pp. 113-126
Persistent link: https://www.econbiz.de/10001173966
Saved in:
4
Emerging markets smart beta ETFs
Liaw, Kwoloong Thomas
;
Moy, Ronald L.
- In:
Journal of emerging markets
20
(
2015
)
1/2
,
pp. 99-105
Persistent link: https://www.econbiz.de/10011626996
Saved in:
5
Risk-return tradeoff, income measurement and capital asset pricing for life insurers : an emipir. investigation
Gustavson, Sandra G.
- In:
The Geneva papers on risk and insurance - issues and …
11
(
1986
)
38
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001018605
Saved in:
6
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:
7
Alternate approach to unify CAPM and APT
Simaan, Yusif E.
- In:
Review of quantitative finance and accounting
2
(
1992
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001138003
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8
Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
Saved in:
9
Linear and generalized functional form market models for electric utility firms
Bubnys, Edward L.
- In:
Journal of economics & business
41
(
1989
)
3
,
pp. 213-223
Persistent link: https://www.econbiz.de/10001080414
Saved in:
10
On the nonstationarity of convertible bond betas : theory and evidence
Beatty, Randolph P.
- In:
The quarterly review of economics and business : …
28
(
1988
)
3
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001087041
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