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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

Bulls, bears, and value line's rankings

Moy, Ronald L. - In: International review of economics & finance : IREF 4 (1995) 2, pp. 179-187

Persistent link: https://www.econbiz.de/10001188905

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

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

A Multivariate Test of the Covariance-Co-Skewness Restriction for the Three Moment CAPM

Lee, Ahyee; Moy, Ronald L.; Lee, Cheng F. - In: Journal of economics and business 48 (1996) 5, pp. 515-524

Persistent link: https://www.econbiz.de/10005990732

Bulls, bears, and value line's rankings

Moy, Ronald L.; Lee, Ahyee; Lee, Cheng F. - In: International Review of Economics & Finance 4 (1995) 2, pp. 179-187

Persistent link: https://www.econbiz.de/10005107298

Is There a Real Estate Factor Premium?

Mei, Jianping; Lee, Ahyee - In: The Journal of Real Estate Finance and Economics 9 (1994) 2, pp. 113-26

Persistent link: https://www.econbiz.de/10005547294

A multivariate test of the covariance-co-skewness restriction for the three moment CAPM

Lee, Ahyee; Moy, Ronald L.; Lee, Cheng F. - In: Journal of Economics and Business 48 (1996) 5, pp. 515-523

Persistent link: https://www.econbiz.de/10005313111

Multivariate tests of the capm under heteroskedasticity: A note

Moy, Ronald L.; Lee, Ahyee; Chen, Thomas P. - In: International Review of Economics & Finance 6 (1997) 4, pp. 431-439

Persistent link: https://www.econbiz.de/10005205584

Dynamic Capacity Adjustment of Property-Casualty Insurers: An Empirical Investigation

Lee, Ahyee; Moy, Ronald - In: Journal of Insurance Issues 15 (1992) 2, pp. 33-48

This paper examines the dynamic adjustment process of the capacity ratio for property-casualty insurers. The primary objective is to understand how insurers adjust their capacity ratios to some optimal level. An understanding of the dynamic adjustment process of insurers’ capacity ratios may...

Persistent link: https://www.econbiz.de/10010543270