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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:"Frittelli, Marco"
~person:"Lee, Cheng F."
~person:"Schweizer, Martin"
~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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Frittelli, Marco
Lee, Cheng F.
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14
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11
Schachermayer, Walter
11
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10
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Li, Duan
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Yor, Marc
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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
10
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
9
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
6
International journal of theoretical and applied finance
6
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
Mathematics and financial economics
4
Pacific-Basin finance journal
4
Journal of economics & business
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Journal of banking & finance
2
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
2
Quantitative finance
2
The journal of futures markets
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in futures and options research : a research annual
1
Advances in mathematical economics
1
Applied economics
1
Applied economics letters
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
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Journal of mathematical economics
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Modelling techniques for financial markets and bank management
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
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ECONIS (ZBW)
22
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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
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
4
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
5
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:
6
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
Saved in:
7
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
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
Risk measures and capital requirements for processes
Frittelli, Marco
;
Scandolo, Giacomo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003394174
Saved in:
10
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
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