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Explaining the cross-section of stock returns in Japan : factors or characteristics?

Daniel, Kent; Titman, Sheridan; Wei, K. C. John - 1999

Persistent link: https://www.econbiz.de/10001399563

Stochastic duration and dynamic measure of risk in financial futures

Chen, Andrew H. - In: Advances in futures and options research : a research annual 1 (1986), pp. 93-111

Persistent link: https://www.econbiz.de/10001339382

The heterogeneous investment horizon and the capital asset pricing model : theory and implications

Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376

Persistent link: https://www.econbiz.de/10001096419

The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk

Wei, K. C. John - In: Management science : journal of the Institute for … 34 (1988) 10, pp. 1266-1270

Persistent link: https://www.econbiz.de/10001060062

Risk, return, and equilibrium : an extension

Carroll, Carolyn A. - In: The journal of business : B 61 (1988) 4, pp. 485-499

Persistent link: https://www.econbiz.de/10001060204

Explaining the cross-section of stock returns in Japan : factors of characteristics?

Daniel, Kent; Titman, Sheridan; Wei, K. C. John - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 743-766

Persistent link: https://www.econbiz.de/10001604137

Sources of contrarian profits in the Japanese stock market

Chou, Pin-huang; Wei, K. C. John; Chung, Huimin - In: Journal of empirical finance 14 (2007) 3, pp. 261-286

Persistent link: https://www.econbiz.de/10003609830

Optimal asset management for defined-contribution pension funds with default risk

Shibo, Bian; Cicon, James; Zhang, Yi - In: Journal of risk 19 (2016) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10011579786

Recommendation based on multiproduct utility maximization

Zhao, Qi; Zhang, Yongfeng; Zhang, Yi; Friedman, Daniel - 2016

Recommender systems often recommend several products to a user at the same time, but with little consideration of the relationships among the recommended products. We argue that relationships such as substitutes and complements are crucial, since the utility of one product may depend on whether...

Persistent link: https://www.econbiz.de/10011492825

On credit spread change of Chinese corporate bonds : credit risk or asset allocation effect?

Cui, Changfeng; Liu, Hailong; Zhang, Yi - In: China finance review international 3 (2013) 3, pp. 250-263

Persistent link: https://www.econbiz.de/10009777650