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~isPartOf:"International advances in economic research"
~isPartOf:"Journal of accounting, auditing & finance : JAAF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~language:"zho"
~person:"Cadenillas, Abel"
~person:"Eberlein, Ernst"
~person:"Lee, Cheng F."
~subject:"Aktie"
~subject:"Autocorrelation"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Cadenillas, Abel
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14
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11
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11
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10
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International advances in economic research
Journal of accounting, auditing & finance : JAAF
Mathematical finance : an international journal of mathematics, statistics and financial theory
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Review of quantitative finance and accounting
15
Review of Pacific Basin financial markets and policies
11
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
9
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8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
6
Finance and stochastics
5
International review of economics & finance : IREF
5
Advances in financial planning and forecasting
4
Advances in quantitative analysis of finance and accounting : a research annual
4
Pacific-Basin finance journal
4
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3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
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2
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2
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2
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2
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1
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical methods of operations research
1
Mathematics of operations research
1
Measuring risk in complex stochastic systems
1
Operations research
1
Operations research confronting the crisis
1
Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
18
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1
The value of the tax deferral option
Kuo, Nan-Ting
;
Lee, Cheng F.
- In:
Journal of accounting, auditing & finance : JAAF
38
(
2023
)
2
,
pp. 331-359
Persistent link: https://www.econbiz.de/10014294243
Saved in:
2
Alternative errors-in-variables models and their applications in finance research
Chen, Hong-Yi
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 213-227
Persistent link: https://www.econbiz.de/10011574260
Saved in:
3
Co-determination of capital structure and stock returns : a LISREL approach ; an empirical test of Taiwan stock markets
Yang, Chau-chen
;
Lee, Cheng F.
;
Gu, Yan-xiang
;
Lee, Yen-wen
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 222-233
Persistent link: https://www.econbiz.de/10008688953
Saved in:
4
Explicit solutions of consumption-investment problems in financial markets with regime switching
Sotomayor, Luz Rocío
;
Cadenillas, Abel
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 251-279
Persistent link: https://www.econbiz.de/10003827579
Saved in:
5
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
6
Optimal dividend policy with mean-reverting cash reservoir
Cadenillas, Abel
;
Sarkar, Sudipto
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10003543111
Saved in:
7
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Saved in:
8
A reexamination of the market efficiency hypothesis : evidence from an electronic intra-day, inter-dealer FX market
Lo, Melody
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10003416642
Saved in:
9
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
10
The defaultable Lévy term structure : ratings and restructuring
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001765690
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