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~isPartOf:"Applied economics letters"
~person:"Borghesi, Richard"
~person:"Caporin, Massimiliano"
~person:"Chiao, Chaoshin"
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Borghesi, Richard
Caporin, Massimiliano
Chiao, Chaoshin
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On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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2
Testing lead-lag relations between portfolio under price-limits
Chiao, Chaoshin
;
Hung, Ken
;
Srivastava, Suresh C.
- In:
Applied economics letters
11
(
2004
)
5
,
pp. 313-317
Persistent link: https://www.econbiz.de/10002032995
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3
The value of SmartMoney's stock recommendations
Borghesi, Richard
;
Pencek, Thomas Andrew
- In:
Applied economics letters
18
(
2011
)
10/12
,
pp. 949-953
Persistent link: https://www.econbiz.de/10009317682
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