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Multi-period portfolio strategies
Jen, Frank C. - In: Methodology in finance-investments, (pp. 207-227). 1972
Persistent link: https://www.econbiz.de/10003067977
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Specification tests for portfolio regression parameter stationarity and the implications for empirical research
Kon, Stanley J.; Lau, W. Patrick - In: The journal of finance : the journal of the American … 34 (1979) 2, pp. 451-465
Persistent link: https://www.econbiz.de/10002067214
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Consumption, investment, market price of risk, and the risk-free rate
Lin, Winston T.; Jen, Frank C. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 5, pp. 1025-1040
Persistent link: https://www.econbiz.de/10002254666
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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