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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
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Hedge ratios : theory and applications
Chen, Sheng-syan; Lee, Cheng F.; Lin, Fu-Lai; Shrestha, … - 2024
Persistent link: https://www.econbiz.de/10015046797
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Does revenue momentum drive or ride earnings or price momentum?
Chen, Hong-Yi; Chen, Sheng-syan; Hsin, Chin-wen; Lee, … - In: Journal of banking & finance 38 (2014), pp. 166-185
Persistent link: https://www.econbiz.de/10010340782
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Does revenue momentum drive or ride earnings or price momentum?
Chen, Hong-Yi; Chen, Sheng-syan; Hsin, Chin-wen; Lee, … - 2024
Persistent link: https://www.econbiz.de/10015045620
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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