Similar Search Results

Portfolio performance ambiguity and benchmark inefficiency revisited

Kryzanowski, Lawrence; Rahman, Abdul H. - In: The journal of asset management 9 (2008/09) 5, pp. 321-332

Persistent link: https://www.econbiz.de/10003794328

Generalized Fama proxy hypothesis : impact of shocks on Phillips curve and relation of stock returns with inflation

Kryzanowski, Lawrence; Rahman, Abdul H. - In: Economics letters 103 (2009) 3, pp. 135-137

Persistent link: https://www.econbiz.de/10003854891

Degrees-of-freedom problem and implied cost of equity capital

Kryzanowski, Lawrence; Rahman, Abdul H. - In: Finance research letters 6 (2009) 3, pp. 171-178

Persistent link: https://www.econbiz.de/10003888016

Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas

Rahman, Abdul H. - In: Economics letters 21 (1986) 1, pp. 61-65

Persistent link: https://www.econbiz.de/10001014753

Systematic risk in a purely random market model : some empir. evidence for individual publ. utilities

Rahman, Abdul H. - In: The journal of financial research 10 (1987) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10001042700

SYSTEMATIC RISK IN A PURELY RANDOM MARKET MODEL: SOME EMPIRICAL EVIDENCE FOR INDIVIDUAL PUBLIC UTILITIES

Rahman, Abdul; Kryzanowski, Lawrence; Sim, Ah Boon - In: Journal of Financial Research 10 (1987) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10010889118

Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas

Rahman, Abdul; Kryzanowski, Lawrence - In: Economics Letters 21 (1986) 1, pp. 61-65

Persistent link: https://www.econbiz.de/10005355583

Portfolio performance ambiguity and benchmark inefficiency revisited

Kryzanowski, Lawrence; Rahman, Abdul - In: The journal of asset management 9 (2008/09) 5, pp. 321-332

Persistent link: https://www.econbiz.de/10009871029

Simultaneous Estimation of the Parameters of the Black-Scholes Option Pricing Model.

Rahman, Abdul; Kryzanowski, Lawrence; Sim, Ah Boon - In: The Review of Economics and Statistics 69 (1987) 4, pp. 727-32

Persistent link: https://www.econbiz.de/10005697200

Generalized Fama proxy hypothesis: Impact of shocks on Phillips curve and relation of stock returns with inflation

Kryzanowski, Lawrence; Rahman, Abdul H. - In: Economics Letters 103 (2009) 3, pp. 135-137

A generalized version of Fama's proxy hypothesis identifies a downward bias in Phillips curve estimations. The (spurious) negative relation between real stock returns and inflation emerges if output rate fluctuations dominate cyclical component fluctuations of a Lucas-type Phillips curve.

Persistent link: https://www.econbiz.de/10005023447