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On the Boness and black-scholes models for valuation of call options
Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10002205702
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Continous versus intermittent trading on auction markets
Smidt, Seymour; Copeland, Thomas E. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 4, pp. 837-866
Persistent link: https://www.econbiz.de/10002824608
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A comparison of single and multifactor portfolio performance methodologies
Chen, Nai-fu - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 401-417
Persistent link: https://www.econbiz.de/10001043905
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The risk-return relationship and stock prices
Bachrach, Benjamin; Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 2, pp. 421-441
Persistent link: https://www.econbiz.de/10001848467
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On measuring the risk of common stocks by options prices : A note
Brenner, Menachem; Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 4, pp. 403-412
Persistent link: https://www.econbiz.de/10001951082