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The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
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Functional from, skewness effect, and the risk-return relationship
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10002457779
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A note on the interdependent structure of security returns
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10002457820
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On the relationship between the systematic risk and the investment horizon
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 5, pp. 803-815
Persistent link: https://www.econbiz.de/10002457827
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The capital asset pricing model expressed as a recursive system : an empirical investigation
Lee, Cheng F.; Lloyd, William P. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 2, pp. 237-249
Persistent link: https://www.econbiz.de/10002457738
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Effects of measurement errors on systematic risk and performance measure of a portfolio
Lee, Cheng F.; Jen, Frank C. - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 2, pp. 299-312
Persistent link: https://www.econbiz.de/10002457757