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Bayesian and mixed estimators of time varying bates
Chen, Son-Nan; Lee, Cheng F. - In: Journal of economics & business 34 (1982) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10001999984
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Block recursive systems in asset pricing models
Lloyd, William P.; Lee, Cheng F. - In: The journal of finance : the journal of the American … 31 (1976) 4, pp. 1101-1113
Persistent link: https://www.econbiz.de/10002384905
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An analytical examination of real versus nominal rates of return matrices in portfolio management
Lee, Cheng F. - In: Journal of economics & business 32 (1979) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002457727
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Effects of measurement errors on systematic risk and performance measure of a portfolio
Lee, Cheng F.; Jen, Frank C. - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 2, pp. 299-312
Persistent link: https://www.econbiz.de/10002457757
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Functional from, skewness effect, and the risk-return relationship
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10002457779
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Single vs simultaneous equation models in capital asset pricing : the role of firm-related variables
Lee, Cheng F.; Vinso, Joseph D. - In: Journal of business research : JBR 8 (1980) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10002457851