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Fixing risk neutral risk measures
Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
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Modeling momentum and reversals
Stein, Harvey J.; Pozharny, Jacob - In: Risks : open access journal 10 (2022) 10, pp. 1-10
Stock prices are well known to exhibit behaviors that are difficult to model mathematically. Individual stocks are observed to exhibit short term price reversals and long term momentum, while their industries only exhibit momentum. Here we show that individual stocks can be modeled by simple...
Persistent link: https://www.econbiz.de/10013555665
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Status quo and future directions of facility management : a bibliometric-qualitative analysis
Li, Yongkui; Zhang, Yan; Wei, Jianjun; Han, Yilong - In: International journal of strategic property management 23 (2019) 5, pp. 354-365
Persistent link: https://www.econbiz.de/10013414745
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Does the utility function form matter for indeterminacy in a two sector small open economy?
Zhang, Yan - In: Annals of economics and finance 9 (2008) 1, pp. 93-103
Persistent link: https://www.econbiz.de/10003737869
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Does loan renegotiation differ by securitization status? : a transition probability study
Zhang, Yan - In: Journal of financial intermediation 22 (2013) 3, pp. 513-527
Persistent link: https://www.econbiz.de/10009767854
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Fair lending analysis of mortgage pricing : does underwriting matter?
Zhang, Yan - In: The journal of real estate finance and economics 46 (2013) 1, pp. 131-151
Persistent link: https://www.econbiz.de/10009701606
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Unraveling the gridlock on fiscal reform in China : government, market and central-local relations
Zhang, Yan - In: A new economic growth engine for China : escaping the …, (pp. 119-139). 2012
Persistent link: https://www.econbiz.de/10009705765
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Functional diversity and group creativity : the role of group longevity
Zhang, Yan - In: The journal of applied behavioral science 52 (2016) 1, pp. 97-123
Persistent link: https://www.econbiz.de/10011453413
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Crossing the divide : an integrated framework of the commons
Zhang, Yan - In: Evolutionary and institutional economics review 15 (2018) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10011894326
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Assessing fair lending risks using race/ethnicity proxies
Zhang, Yan - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 178-197
Persistent link: https://www.econbiz.de/10011819246