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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John - In: Review of quantitative finance and accounting 1 (1991) 2, pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
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The impact of OBRA on shareholder wealth
Hsieh, Su-jane - In: Review of quantitative finance and accounting 1 (1991) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10001120879
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-527
Persistent link: https://www.econbiz.de/10010032857
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Evidence on the Timing and Determinants of Overfunded Pension Plan Termination
Hsieh, Su-Jane; Ferris, Kenneth R.; Chen, Andrew H. - In: Review of quantitative finance and accounting 8 (1997) 2, pp. 129-150
Persistent link: https://www.econbiz.de/10007200768