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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
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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
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
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Utility theory, capital asset allocation, and Markowitz portfolio selection model
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049990
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Single-index model, multiple-index model, and portfolio selection
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049991
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Fundamental analysis, technical analysis, and mutual fund performance
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049999
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Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015050000
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015046651
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Risk estimation, diversification, and optimal weights
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047334
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Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047705