Cheng-Few Lee
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Option prices and stock market momentum: evidence from China Quantitative Finance | 2022-02-08 | Paper |
| Alternative methods to deal with measurement error Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Empirical studies of structural credit risk models and the application in default prediction: review and new evidence Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Support vector machines based methodology for credit risk analysis Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Trade-off between reputation concerns and economic dependence for auditors -- threshold regression approach Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Asset pricing with disequilibrium price adjustment: theory and empirical evidence Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Single-index model, multiple-index model, and portfolio selection Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| An Integral Equation Approach for Bond Prices with Applications to Credit Spreads Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Options and option strategies: theory and empirical results Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Errors-in-Variables and Reverse Regression Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Bond portfolio management, swap strategy, duration, and convexity Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Effects of measurement errors on systematic risk and performance measure of a portfolio Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The evolution of capital asset pricing models: update and extension Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Sharpe performance measure and Treynor performance measure approach to portfolio analysis Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Pricing fair deposit insurance: structural model approach Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Synthetic options, portfolio insurance, and contingent immunization Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Time-series analysis: components, models, and forecasting Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Empirical Performance of the Constant Elasticity Variance Option Pricing Model Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Econometric approach to financial analysis, planning, and forecasting Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Impacts of time aggregation on beta value and \(R^2\) estimations under additive and multiplicative assumptions: theoretical results and empirical evidence Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Statistical distributions, European option, American option, and option bounds Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Fundamental analysis, technical analysis, and mutual fund performance Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Discriminant analysis, factor analysis, and principal component analysis: theory, method, and applications Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| A Dynamic CAPM with Supply Effect: Theory and Empirical Results Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| A comparative static analysis approach to derive Greek letters: theory and applications Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The jump behavior of a foreign exchange market: analysis of the Thai baht Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Introduction to financial econometrics, mathematics, statistics, and machine learning Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| A potential benefit of increasing book-tax conformity: evidence from the reduction in audit fees Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Forecast performance of the Taiwan weighted stock index: update and expansion Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Parametric, semi-parametric, and non-parametric approaches for option-bound determination: review and comparison Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Hedge ratio and time series analysis Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Application of intertemporal CAPM on international corporate finance Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Data mining applications in accounting and finance context Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Alternative methods for determining option bounds: a review and comparison Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Applications of fuzzy set to international transfer pricing and other business decisions Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Alternative method for determining industrial bond ratings: theory and empirical evidence Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| The effects of the sample size, the investment horizon and the market conditions on the validity of composite performance measures: a generalization Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| VG NGARCH versus GARJI model for asset price dynamics Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Credit analysis, bond rating forecasting, and default probability estimation Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Market model, CAPM, and beta forecasting Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Utility theory, capital asset allocation, and Markowitz portfolio-selection model Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Alternative Security Valuation Model: Theory and Empirical Results Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Bayesian portfolio mean-variance efficiency test with Sharpe ratio's sampling error Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Does Revenue Momentum Drive or Ride Earnings or Price Momentum? Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Technical, fundamental, and combined information for separating winners from losers Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Optimal payout ratio under uncertainty and the flexibility hypothesis: theory and empirical evidence Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Sustainable growth rate, optimal growth rate, and optimal payout ratio: a joint optimization approach Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Alternative methods to derive option pricing models: review and comparison Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Option price and stock market momentum in China Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Implied variance estimates for Black-Scholes and CEV OPM: review and comparison Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Financial econometrics, mathematics, and statistics. Theory, method, and application | 2019-04-10 | Paper |
| Asset pricing with disequilibrium price adjustment: theory and empirical evidence Quantitative Finance | 2014-02-08 | Paper |
| Statistics for business and financial economics | 2012-11-15 | Paper |
| A fuzzy real option valuation approach to capital budgeting under uncertainty environment International Journal of Information Technology & Decision Making | 2010-10-15 | Paper |
| Empirical studies of structural credit risk models and the application in default prediction: review and new evidence International Journal of Information Technology & Decision Making | 2010-03-19 | Paper |
| An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads Journal of Applied Probability | 2009-04-14 | Paper |
| An ODE approach for the expected discounted penalty at ruin in jump-diffusion model Finance and Stochastics | 2009-02-28 | Paper |
| EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS International Journal of Information Technology & Decision Making | 2008-12-01 | Paper |
| scientific article; zbMATH DE number 5054857 (Why is no real title available?) | 2006-09-18 | Paper |
| A NOTE ON THE GENERALIZED MULTIBETA CAPM Mathematical Finance | 1998-07-22 | Paper |
Research outcomes over time
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