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CAPM
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92
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51
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51
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37
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37
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48
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Lee, Cheng F.
46
Lee, Alice C.
6
Lee, John C.
6
Wei, K. C. John
5
Lee, John
4
Affleck-Graves, John F.
2
Bubnys, Edward L.
2
Chen, Hong-Yi
2
Finnerty, Joseph E.
2
Lee, Cheng-Few
2
Lee, Jack C.
2
McDonald, Bill
2
Simaan, Yusif E.
2
Wort, Donald H.
2
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1
Cartwright, Phillip A.
1
Chang, Jow-ran
1
Chaudhury, Mohammed M.
1
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1
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1
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1
Chen, Po-jung
1
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1
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1
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1
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1
Duan, Chang-wen
1
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1
Gustavson, Sandra G.
1
Hsieh, Chia-Hsun
1
Huei Ching Soo
1
Hung, Mao-Wei
1
Kao, Lie Jane
1
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1
Lee, Alice C
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
Journal of economics & business
2
Journal of financial and quantitative analysis : JFQA
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
Advances in investment analysis and portfolio management : a research annual
1
Finance and stochastics
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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
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1
Review of Pacific Basin financial markets and policies
1
Review of Quantitative Finance and Accounting
1
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1
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1
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ECONIS (ZBW)
48
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2
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1
Nonnormalities and tests of asset pricing theories
Affleck-Graves, John F.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 889-908
Persistent link: https://www.econbiz.de/10001072859
Saved in:
2
Multivariate tests of asset pricing : the comparative power of alternative statistics
Affleck-Graves, John F.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10001089822
Saved in:
3
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:
4
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
5
Handbook of quantitative finance and risk management ; Vol. 1
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651264
Saved in:
6
Handbook of quantitative finance and risk management
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651388
Saved in:
7
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:
8
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:
9
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:
10
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
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