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Theorie
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Yu, Fan
19
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Platanakis, Emmanouil
7
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3
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3
Newton, David
3
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2
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1
Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
Newton, David P.
;
Platanakis, Emmanouil
;
Stafylas, Dimitrios
- In:
The British accounting review : the journal of the …
53
(
2021
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013041238
Saved in:
2
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
;
Ye, Xiaoxia
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
Saved in:
3
Correlated defaults in intensity-based models
Yu, Fan
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10003543117
Saved in:
4
Accounting transparency and the term structure of credit spreads
Yu, Fan
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 53-84
Persistent link: https://www.econbiz.de/10002515944
Saved in:
5
What is the value of knowing uniformed trades?
Yu, Fan
- In:
Economics letters
64
(
1999
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001399193
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6
Endogenous liquidity in credit derivatives
Qui, Jiaping
;
Yu, Fan
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 611-631
Persistent link: https://www.econbiz.de/10009521126
Saved in:
7
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
8
Interest rate, currency and equity derivatives valuation using the potential approach
Nakamura, Naosuke
;
Yu, Fan
- In:
International review of finance
1
(
2000
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001666873
Saved in:
9
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
Saved in:
10
Rental rates under housing price uncertainty : a real options approach
Wang, Honglin
;
Yu, Fan
;
Zhou, Yinggang
-
2013
Persistent link: https://www.econbiz.de/10010221563
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