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Analytical bounds for Treasury...
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Chen, Ren-Raw
161
Fabozzi, Frank J.
18
Yeh, Shih-Kuo
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15
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14
Palmon, Oded
12
Yang, Tyler T.
12
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8
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7
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6
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6
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6
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5
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5
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The journal of fixed income
14
Review of quantitative finance and accounting
13
Journal of financial and quantitative analysis : JFQA
9
Journal of banking & finance
7
Journal of Financial and Quantitative Analysis
6
Review of Quantitative Finance and Accounting
6
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4
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4
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3
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3
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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ECONIS (ZBW)
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34
OLC EcoSci
32
EconStor
4
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1
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1
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J.
;
Wang, Yi-Chen
;
Yeh, Shih-kuo
;
Chen, …
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1425-1431
Persistent link: https://www.econbiz.de/10003894301
Saved in:
2
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
3
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
Saved in:
4
Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market
Yeh, Chung-Ying
;
Yeh, Shih-kuo
;
Chen, Ren-Raw
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 297-309
Persistent link: https://www.econbiz.de/10010495706
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5
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
6
Ultra treasury bond futures
Chen, Ren-Raw
;
Leistikow, Dean
;
Su, You-Tseng
;
Yeh, Shih-kuo
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Saved in:
7
Stock liquidity risk and cash preservation
Yeh, Shih-kuo
;
Yang, Wan-Ru
;
Chen, Ren-Raw
;
Yeh, Chung-Ying
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014233865
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8
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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9
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
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10
Valuing a liquidity discount
Chen, Ren-Raw
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
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