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Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
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Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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On the number of state variables in options pricing
Li, Gang; Zhang, Chu - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
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Corporate payout policy and credit risk : evidence from credit default swap markets
Sun, Chengzhu; Wang, Shujing; Zhang, Chu - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5755-5775
Persistent link: https://www.econbiz.de/10012650160
Cover Image
Testing the APT with the Maximum Sharpe Ratio of Extracted Factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255
Persistent link: https://www.econbiz.de/10008274850
Cover Image
On the Number of State Variables in Options Pricing
Li, Gang; Zhang, Chu - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2058-2076
Persistent link: https://www.econbiz.de/10008721997