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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:"Filipović, Damir"
~person:"Lee, Cheng F."
~person:"Miller, Richard A."
~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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Filipović, Damir
Lee, Cheng F.
Miller, Richard A.
Jarrow, Robert A.
14
Rogers, Leonard C. G.
11
Schachermayer, Walter
11
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10
Delbaen, Freddy
8
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8
Madan, Dilip B.
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Zhou, Xun Yu
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7
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7
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Linetsky, Vadim
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Ngo, Thanh
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7
Touzi, Nizar
7
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6
Frittelli, Marco
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Li, Duan
6
Yor, Marc
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5
Bouri, Elie
5
Cadenillas, Abel
5
Cont, Rama
5
Dai, Min
5
Guasoni, Paolo
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4
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4
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4
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4
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4
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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
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
Journal of economics & business
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of financial economics
2
The journal of futures markets
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
Advances in futures and options research : a research annual
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of applied corporate finance : JACF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial education
1
Journal of post-Keynesian economics : JPKE
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 economics
1
Operations research letters
1
Quantitative finance
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Review of industrial organization : RIO
1
Special issue on pensions
1
The British accounting review : the journal of the British Accounting Association
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of economic education
1
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ECONIS (ZBW)
24
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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
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
3
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:
4
The canonical model space for law-invariant convex risk measures is L
Filipović, Damir
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 585-589
Persistent link: https://www.econbiz.de/10009613178
Saved in:
5
Dynamic CDO term structure modeling
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
Saved in:
6
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:
7
A note on the Dai-Singleton canonical representation of affine term structure models
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-519
Persistent link: https://www.econbiz.de/10008667011
Saved in:
8
Comment on "The weighted average cost of capital is not quite right"
Bade, Benjamin
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1476-1480
Persistent link: https://www.econbiz.de/10003903881
Saved in:
9
Consistent market extensions under the benchmark approach
Filipović, Damir
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10003818203
Saved in:
10
The weighted average cost of capital is not quite right
Miller, Richard A.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
1
,
pp. 128-138
Persistent link: https://www.econbiz.de/10003810612
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