| Endogenous growth and stock returns volatility in the long run
|
2002 |
Faugère, Christophe |
| Market timing, selectivity, and mutual fund performance
|
2002 |
Lee, Cheng F. |
| Portfolio selection with round-lot holdings
|
2002 |
Kwan, Clarence C. Y. |
| Stock splits and liquidity : evidence from American depository receipts
|
2002 |
Jiang, Christine X. |
| Characteristics versus covariances : an examination of domestic asset allocation strategies
|
2002 |
Fletcher, Jonathan |
| A note on the Markowitz risk minimization and the Sharpe angle maximization models
|
2002 |
Yang, Chin-wei |
| Defining a security market line for debt explicitly considering the risk of default
|
2002 |
Heck, Jean L. |
| Optimal hedge ratios and temporal aggregation of cointegrated systems
|
2002 |
Lien, Da-hsiang Donald |
| Sources of time-varying risk premia in the term structure
|
2002 |
Elder, John |
| Shareholder heterogeneity : further evidence
|
2002 |
Lee, Yi-tsung |
| The long-run performance and pre-selling information of initial public offerings
|
2002 |
Chen, Anlin |
| The term structure of return correlations : the US and Pacific-Basin stock markets
|
2002 |
Pan, Ming-Shiun |
| Market timing skill, expected returns, and mutual fund performance
|
2001 |
Greene, Jason T. |
| The information role of portfolio depository receipts
|
2001 |
Brockman, Paul |
| A double Sharpe ratio
|
2001 |
Morey, Matthew R. |
| Alternative methods for robust analysis in event study applications
|
2001 |
Kramer, Lisa A. |
| Biases in using Jensen's alpha
|
2001 |
Xu, Yexiao |
| Measuring the interest rate risk of bonds with embedded options
|
2001 |
Mann, Steven V. |
| Cross hedging and value at risk : wholesale electricity forward contracts
|
2001 |
Woo, Chi-keung |
| Using Microsoft Excel and decision trees to demonstrate the binominal option pricing model
|
2001 |
Lee, John C. |
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