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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

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

Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45

Persistent link: https://www.econbiz.de/10003909565

Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684

Persistent link: https://www.econbiz.de/10008657206

Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163

Persistent link: https://www.econbiz.de/10011431154

Bender, Jennifer; Hammond, P. Brett; Mok, William - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 18-29

Persistent link: https://www.econbiz.de/10010365124

Lioui, Abraham; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 483-511

Persistent link: https://www.econbiz.de/10010487113

Jostova, Gergana; Philipov, Alexander - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 747-778

Persistent link: https://www.econbiz.de/10003242805

Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 517-533

Persistent link: https://www.econbiz.de/10001098659

Bradley, Finbarr D. - In: The journal of portfolio management : a publication of … 17 (1991) 2, pp. 62-73

Persistent link: https://www.econbiz.de/10001100858