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Asset Prices in Affine Real Bu...
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Lee, Cheng F.
Zaremba, Adam
84
Campbell, John Y.
82
Zhang, Lu
79
Hens, Thorsten
66
Fabozzi, Frank J.
64
Ferson, Wayne E.
64
Bekaert, Geert
58
Christiano, Lawrence J.
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Cochrane, John H.
54
Jagannathan, Ravi
53
Hansen, Lars Peter
52
Jarrow, Robert A.
51
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Kan, Raymond
45
Faff, Robert W.
43
Eichenbaum, Martin S.
42
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
39
Bali, Turan G.
38
Lettau, Martin
38
Guo, Hui
37
Kogan, Leonid
37
Zin, Stanley E.
37
Duffie, Darrell
36
Ang, Andrew
35
Chiarella, Carl
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Ludvigson, Sydney C.
35
Dumas, Bernard
34
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34
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33
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33
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Review of quantitative finance and accounting
8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of economics & business
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
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1
Finance and stochastics
1
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1
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1
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1
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Pacific-Basin finance journal
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ECONIS (ZBW)
41
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An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Chen, Yu-Ting
;
Lee, Cheng F.
;
Sheu, Yuan-Chung
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10003485808
Saved in:
2
Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
3
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
4
Handbook of quantitative finance and risk management ; Vol. 1
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651264
Saved in:
5
Handbook of quantitative finance and risk management
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651388
Saved in:
6
A dynamic
CAPM
with supply effect : theory and empirical results
Lee, Cheng F.
;
Tsai, Chiung-min
;
Lee, Alice C.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 811-828
Persistent link: https://www.econbiz.de/10003873632
Saved in:
7
Security analysis, portfolio management, and financial derivatives
Lee, Cheng F.
;
Finnerty, Joseph E.
;
Lee, John
;
Lee, Alice C.
-
2013
Persistent link: https://www.econbiz.de/10009679336
Saved in:
8
The evolution of capital asset pricing models
Shih, Yi-cheng
;
Chen, Sheng-syan
;
Lee, Cheng F.
;
Chen, …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 414-448
Persistent link: https://www.econbiz.de/10010391623
Saved in:
9
On a simple econometric approach for utility-based asset pricing model
Lee, Cheng F.
;
Lee, Jack C.
;
Ni, H. F.
;
Wu, C. C.
- In:
Review of quantitative finance and accounting
22
(
2004
)
4
,
pp. 331-344
Persistent link: https://www.econbiz.de/10002145902
Saved in:
10
A multivariate test of the covariance-co-skewness restriction for the three moment
CAPM
Lee, Ahyee
- In:
Journal of economics & business
48
(
1996
)
5
,
pp. 515-523
Persistent link: https://www.econbiz.de/10001210389
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