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ECONIS (ZBW)
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Company fundamentals as determinants of firm-level equity premiums : evidence from an emerging economy
Imran, Muhammad
- In:
Panoeconomicus
68
(
2021
)
5
,
pp. 681-697
Persistent link: https://www.econbiz.de/10012815512
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2
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
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3
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
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4
Fundamental factor models using machine learning
Sugitomo, Seisuke
;
Minami, Shotaro
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 111-118
Persistent link: https://www.econbiz.de/10011846158
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5
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
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6
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
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7
Establishment and application of multi-factor pricing model in China A-shares market
Wu, Zhipeng
;
Wang, Jiayi
;
Wang, Benchang
- In:
International journal of economics, finance and …
6
(
2018
)
3
,
pp. 118-123
Persistent link: https://www.econbiz.de/10011887267
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8
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
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9
Fishing the corporate social responsibility risk factors
Becchetti, Leonardo
;
Ciciretti, Rocco
;
Dalò, Ambrogio
- In:
Journal of financial stability
37
(
2018
),
pp. 25-48
Persistent link: https://www.econbiz.de/10012156934
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10
Additional tests of multi-index asset pricing models : evidence from an emerging market
Danışoǧlu, Seza
- In:
Spanish journal of finance and accounting
46
(
2017
)
176
,
pp. 431-454
Persistent link: https://www.econbiz.de/10011786614
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