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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~language:"eng"
~language:"nor"
~person:"Bubnys, Edward L."
~person:"Sun, Licheng"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Bubnys, Edward L.
Sun, Licheng
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Journal of financial and quantitative analysis : JFQA
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
4
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1
The role of U.S. market on international risk-return tradeoff relations
Sun, Licheng
;
Meng, Liang
;
Najand, Mohammad
- In:
The financial review : the official publication of the …
52
(
2017
)
3
,
pp. 499-526
Persistent link: https://www.econbiz.de/10011734607
Saved in:
2
Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T.
;
Sun, Licheng
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
Saved in:
3
Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
Saved in:
4
Simulating and forecasting utility stock returns : arbitrage pricing theory vs. capital asset pricing model
Bubnys, Edward L.
- In:
The financial review : the official publication of the …
25
(
1990
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001143203
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