Narrow search
Showing 1 - 10 of 66
Cover Image
The multi-period CAPM and valuation of multi-period stochastic cash flows
Kazemi, Hossein - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 223-231
Persistent link: https://www.econbiz.de/10001106735
Cover Image
An alternative testable form of the consumption CAPM
Kazemi, Hossein - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 61-70
Persistent link: https://www.econbiz.de/10001058017
Cover Image
An intemporal model of asset prices in a Markov economy with a limiting stationary distribution
Kazemi, Hossein - In: The review of financial studies 5 (1992) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001119824
Cover Image
Replication and benchmarking of hedge funds
Kazemi, Hossein; Tu, Feng; Li, Ying - In: The journal of alternative investments 11 (2008/09) 2, pp. 40-59
Persistent link: https://www.econbiz.de/10003778586
Cover Image
Abnormal return patterns and hedge fund failures
Gupta, Bhaswar; Kazemi, Hossein - In: Journal of risk management in financial institutions 2 (2008/09) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10003790621
Cover Image
Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein; Li, Ying - In: The journal of futures markets 29 (2009) 11, pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
Cover Image
The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas; Crowder, Garry B.; Kazemi, Hossein - 2010
Persistent link: https://www.econbiz.de/10003904091
Cover Image
The reaction of emerging market credit default swap spreads to sovereign credit rating changes
Ismailescu, Iuliana; Kazemi, Hossein - In: Journal of banking & finance 34 (2010) 12, pp. 2861-2873
Persistent link: https://www.econbiz.de/10008859392
Cover Image
Bid ask spread in a competitive market with institutions and order size
Dey, Malay K.; Kazemi, Hossein - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 433-453
Persistent link: https://www.econbiz.de/10003711396
Cover Image
Conditional properties of hedge funds : evidence from daily returns
Li, Ying; Kazemi, Hossein - In: European financial management : the journal of the … 13 (2007) 2, pp. 211-238
Persistent link: https://www.econbiz.de/10003550394