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Bond refunding with stochastic interest rates
Kalymon, Basil A. - In: Management science : journal of the Institute for … 18 (1971) 3, pp. 171-183
Persistent link: https://www.econbiz.de/10002183452
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Valuing the treasury's capital assistance program
Glasserman, Paul; Wang, Zhenyu - In: Management science : journal of the Institute for … 57 (2011) 7, pp. 1195-1211
Persistent link: https://www.econbiz.de/10009267630
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The effects of the sample size, the investment horizon and market conditions on the validity of composite performance measures : a generalization
Chen, Son-Nan; Lee, Cheng F. - In: Management science : journal of the Institute for … 32 (1986) 11, pp. 1410-1421
Persistent link: https://www.econbiz.de/10003513523
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The sampling relationship between Sharpeʹs performance measure and its risk proxy: sample size, investment horizon and market conditions
Chen, Son-Nan; Lee, Cheng F. - In: Management science : journal of the Institute for … 27 (1981) 6, pp. 607-618
Persistent link: https://www.econbiz.de/10003513539
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Estimating adjusting for the intervalling-effect bias in beta
Cohen, Kalman J. (contributor) - In: Management science : journal of the Institute for … 29 (1983) 1, pp. 135-148
Persistent link: https://www.econbiz.de/10003515078
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An empirical bayes estimate of market risk
Maier, Steven F.; Peterson, David W.; VanderWeide, James H. - In: Management science : journal of the Institute for … 28 (1982) 7, pp. 728-737
Persistent link: https://www.econbiz.de/10003623350
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A statistical estimator in a problem of stochastic dominance
Mantell, Edmund H. - In: Management science : journal of the Institute for … 21 (1974) 3, pp. 326-329
Persistent link: https://www.econbiz.de/10003625584
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Mean-absolute-deviation characteristic lines for securities and portfolios
Sharpe, William F. - In: Management science : journal of the Institute for … 18 (1971) 2, pp. B1-B13
Persistent link: https://www.econbiz.de/10002795725
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The CAPM and the calendar : empirical anomalies and the risk-return relationship
Cadsby, Charles Bram - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1543-1561
Persistent link: https://www.econbiz.de/10001135946
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Uncertain search : a model of search among technologies of uncertain values
Lippman, Steven A. - In: Management science : journal of the Institute for … 37 (1991) 11, pp. 1474-1490
Persistent link: https://www.econbiz.de/10001115787