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On the Black-Litterman model : learning to do better
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Zhang, Xiaohu
- In:
The journal of financial data science
4
(
2022
)
3
,
pp. 66-88
Persistent link: https://www.econbiz.de/10014232758
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262
Empirical studies of structural credit risk models and the application in default prediction : review and new evidence
Lee, Han-Hsing
;
Chen, Ren-Raw
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046862
Saved in:
263
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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