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Portfolio selection
46
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46
Option pricing theory
34
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34
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27
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25
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Lee, Cheng F.
Fabozzi, Frank J.
354
McAleer, Michael
282
Maurer, Raimond
164
Gupta, Rangan
163
Härdle, Wolfgang
155
Platen, Eckhard
147
Madan, Dilip B.
146
Gollier, Christian
141
Guidolin, Massimo
134
Mitchell, Olivia S.
130
Chiarella, Carl
119
Campbell, John Y.
117
Lo, Andrew W.
114
Satchell, Stephen
114
Viscusi, W. Kip
113
Bloom, Nicholas
105
Bali, Turan G.
102
Ravallion, Martin
102
Caporale, Guglielmo Maria
101
Takahashi, Akihiko
101
Engle, Robert F.
100
Blake, David
97
Račev, Svetlozar T.
97
Weber, Martin
96
Koopman, Siem Jan
94
Cui, Zhenyu
91
Jarrow, Robert A.
91
Wong, Wing Keung
90
Alkire, Sabina
89
Phillips, Peter C. B.
89
Castelnuovo, Efrem
86
Korn, Ralf
86
Bekaert, Geert
83
Kelly, Bryan T.
83
Schoutens, Wim
83
Kraft, Holger
82
Lucas, André
81
Post, Thierry
81
Acharya, Viral V.
80
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
11
Review of quantitative finance and accounting
9
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
6
Review of Pacific Basin financial markets and policies
6
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
5
Advances in investment analysis and portfolio management : a research annual
3
Advances in quantitative analysis of finance and accounting : a research annual
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in financial planning and forecasting
2
SpringerLink / Bücher
2
Applied economics
1
International review of economics & finance : IREF
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
Springer eBook Collection
1
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1
Staff memoranda / Research Department for Review and Comment, Federal Reserve Bank of Chicago : a series of occasional papers in draft form prepared by members of the Research Department for Review and Comment
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
1
The quarterly review of economics and business : journal of the Midwest Economics Association
1
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1
Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047705
Saved in:
2
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
3
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
4
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
5
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
Saved in:
6
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
7
Alternative statistical distributions for estimating value-at-
risk
: theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
8
Handbook of quantitative finance and
risk
management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
9
Handbook of quantitative finance and
risk
management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
10
Handbook of quantitative finance and
risk
management ; Vol. 1
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651264
Saved in:
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