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CAPM
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Lee, Cheng F.
46
Lee, Alice C.
6
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6
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5
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4
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2
Chen, Hong-Yi
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Review of quantitative finance and accounting
8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
5
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
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2
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2
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1
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1
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1
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1
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1
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1
Pacific-Basin finance journal
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
46
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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:
2
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:
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
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:
9
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
Saved in:
10
Market timing, selectivity, and mutual fund performance
Lee, Cheng F.
;
Li, Li
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 41-84
Persistent link: https://www.econbiz.de/10001695509
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