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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Dumas, Bernard"
~person:"Pérez-Quirós, Gabriel"
~person:"Roon, Frans de"
~source:"econis"
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Dumas, Bernard
Pérez-Quirós, Gabriel
Roon, Frans de
Stafford, Erik
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Incomplete-market equilibria solved recursively on an event tree
Dumas, Bernard
;
Lyasoff, Andrew
- In:
The journal of finance : the journal of the American …
67
(
2012
)
5
,
pp. 1897-1941
Persistent link: https://www.econbiz.de/10010219879
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2
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 721-742
Persistent link: https://www.econbiz.de/10001604133
Saved in:
3
Firm size and cyclical variations in stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1229-1262
Persistent link: https://www.econbiz.de/10001497598
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