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Consigli, Giorgio
Ziemba, William T.
288
Zhao, Yonggan
61
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42
MacLean, Leonard C.
32
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Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C.
;
Zhao, Yonggan
;
Consigli, Giorgio
; …
- In:
Handbook of financial engineering
,
(pp. 231-244)
.
2008
Persistent link: https://www.econbiz.de/10003753679
Saved in:
2
The bond-stock yield differential as a risk indicator in financial markets
Consigli, Giorgio
;
MacLean, Leonard C.
;
Zhao, Yonggan
; …
- In:
Journal of risk
11
(
2008/09
)
3
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003844341
Saved in:
3
INTERNATIONAL EQUITY MANAGEMENT - THE PREDICTIVE ABILITY OF THE BOND-STOCK EARNINGS YIELD DIFFERENTIAL MODEL
Berge, Klaus
;
Consigli, Giorgio
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
34
(
2008
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10008051299
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