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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Point and Figure charting : a computational methodology and trading rule performance in the S&P 500 futures market
Anderson, John A.; Faff, Robert W. - In: International review of financial analysis 17 (2008) 1, pp. 198-217
Persistent link: https://www.econbiz.de/10003765325
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An unobserved component model of asset pricing across financial markets
Cowan, Adrian M.; Joutz, Frederick L. - In: International review of financial analysis 15 (2006) 1, pp. 86-107
Persistent link: https://www.econbiz.de/10003286083
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Short-sale constraints, differences of opinion, and overvaluation
Boehme, Rodney D.; Danielsen, Bartley R.; Sorescu, Sorin M. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 455-488
Persistent link: https://www.econbiz.de/10003331906
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Rating model arbitrage in CDO markets : an empirical analysis
Morkoetter, Stefan; Westerfeld, Simone - In: International review of financial analysis 18 (2009) 1/2, pp. 21-33
Persistent link: https://www.econbiz.de/10003850295
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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A binomial lattice method for pricing corporate debt and modeling Chapter 11 proceedings
Broadie, Mark; Kaya, Özgür - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 279-312
Persistent link: https://www.econbiz.de/10003484095
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A net beta test of asset pricing models
Guermat, Cherif; Freeman, Mark C. - In: International review of financial analysis 19 (2010) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10008668737
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Analysts' conflicts of interest and biases in earnings forecasts
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 893-913
Persistent link: https://www.econbiz.de/10003586809
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Are observed capital structures determined by equity market timing?
Hovakimian, Armen - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 221-244
Persistent link: https://www.econbiz.de/10003303814