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21
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'https://doi.org/10.3905/jai.2012.15.2.024' https://doi.org/10.3905/jai.2012.15.2.024
1
(1998). - XI, 346 S. : graph. Darst. - Enth. 18 Beitr.
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1
The multi-period CAPM and valuation of multi-period stochastic cash flows
Kazemi, Hossein
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 223-231
Persistent link: https://www.econbiz.de/10001106735
Saved in:
2
An alternative testable form of the consumption CAPM
Kazemi, Hossein
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 61-70
Persistent link: https://www.econbiz.de/10001058017
Saved in:
3
An intemporal model of asset prices in a Markov economy with a limiting stationary distribution
Kazemi, Hossein
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001119824
Saved in:
4
Replication and benchmarking of hedge funds
Kazemi, Hossein
;
Tu, Feng
;
Li, Ying
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 40-59
Persistent link: https://www.econbiz.de/10003778586
Saved in:
5
Abnormal return patterns and hedge fund failures
Gupta, Bhaswar
;
Kazemi, Hossein
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
1
,
pp. 88-106
Persistent link: https://www.econbiz.de/10003790621
Saved in:
6
SDF based test of international financial integration
Latif, Saira
;
Kazemi, Hossein
- In:
The global journal of finance and economics
6
(
2009
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003884252
Saved in:
7
Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein
;
Li, Ying
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
Saved in:
8
The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas
;
Crowder, Garry B.
;
Kazemi, Hossein
-
2010
Persistent link: https://www.econbiz.de/10003904091
Saved in:
9
The reaction of emerging market credit default swap spreads to sovereign credit rating changes
Ismailescu, Iuliana
;
Kazemi, Hossein
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2861-2873
Persistent link: https://www.econbiz.de/10008859392
Saved in:
10
Bid ask spread in a competitive market with institutions and order size
Dey, Malay K.
;
Kazemi, Hossein
- In:
Review of quantitative finance and accounting
30
(
2008
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10003711396
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