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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
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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
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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