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Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2010
Persistent link: https://www.econbiz.de/10003973286
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Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - 2010
Persistent link: https://www.econbiz.de/10008771821
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - 2001
Persistent link: https://www.econbiz.de/10001554542