| Publication | Date of Publication | Type |
|---|
| Option prices and stock market momentum: evidence from China | 2022-02-08 | Paper |
| Alternative methods to deal with measurement error | 2020-12-09 | Paper |
| Empirical studies of structural credit risk models and the application in default prediction: review and new evidence | 2020-12-09 | Paper |
| Support vector machines based methodology for credit risk analysis | 2020-12-09 | Paper |
| Trade-off between reputation concerns and economic dependence for auditors -- threshold regression approach | 2020-12-09 | Paper |
| Asset pricing with disequilibrium price adjustment: theory and empirical evidence | 2020-12-09 | Paper |
| Single-index model, multiple-index model, and portfolio selection | 2020-12-09 | Paper |
| An Integral Equation Approach for Bond Prices with Applications to Credit Spreads | 2020-12-09 | Paper |
| An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model | 2020-12-09 | Paper |
| Options and option strategies: theory and empirical results | 2020-12-09 | Paper |
| Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value | 2020-12-09 | Paper |
| Errors-in-Variables and Reverse Regression | 2020-12-09 | Paper |
| Bond portfolio management, swap strategy, duration, and convexity | 2020-12-09 | Paper |
| Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis | 2020-12-09 | Paper |
| Effects of measurement errors on systematic risk and performance measure of a portfolio | 2020-12-09 | Paper |
| The evolution of capital asset pricing models: update and extension | 2020-12-09 | Paper |
| Sharpe performance measure and Treynor performance measure approach to portfolio analysis | 2020-12-09 | Paper |
| Pricing fair deposit insurance: structural model approach | 2020-12-09 | Paper |
| Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions | 2020-12-09 | Paper |
| Synthetic options, portfolio insurance, and contingent immunization | 2020-12-09 | Paper |
| The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions | 2020-12-09 | Paper |
| Time-series analysis: components, models, and forecasting | 2020-12-09 | Paper |
| Empirical Performance of the Constant Elasticity Variance Option Pricing Model | 2020-12-09 | Paper |
| Econometric approach to financial analysis, planning, and forecasting | 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 | 2020-12-09 | Paper |
| Statistical distributions, European option, American option, and option bounds | 2020-12-09 | Paper |
| Fundamental analysis, technical analysis, and mutual fund performance | 2020-12-09 | Paper |
| Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach | 2020-12-09 | Paper |
| Discriminant analysis, factor analysis, and principal component analysis: theory, method, and applications | 2020-12-09 | Paper |
| A Dynamic CAPM with Supply Effect: Theory and Empirical Results | 2020-12-09 | Paper |
| A comparative static analysis approach to derive Greek letters: theory and applications | 2020-12-09 | Paper |
| The jump behavior of a foreign exchange market: analysis of the Thai baht | 2020-12-09 | Paper |
| Introduction to 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 | 2020-12-09 | Paper |
| Forecast performance of the Taiwan weighted stock index: update and expansion | 2020-12-09 | Paper |
| Parametric, semi-parametric, and non-parametric approaches for option-bound determination: review and comparison | 2020-12-09 | Paper |
| Hedge ratio and time series analysis | 2020-12-09 | Paper |
| Application of intertemporal CAPM on international corporate finance | 2020-12-09 | Paper |
| Data mining applications in accounting and finance context | 2020-12-09 | Paper |
| Alternative methods for determining option bounds: a review and comparison | 2020-12-09 | Paper |
| The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach | 2020-12-09 | Paper |
| The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity | 2020-12-09 | Paper |
| Applications of fuzzy set to international transfer pricing and other business decisions | 2020-12-09 | Paper |
| Alternative method for determining industrial bond ratings: theory and empirical evidence | 2020-12-09 | Paper |
| Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications | 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 | 2020-12-09 | Paper |
| VG NGARCH versus GARJI model for asset price dynamics | 2020-12-09 | Paper |
| Credit analysis, bond rating forecasting, and default probability estimation | 2020-12-09 | Paper |
| Market model, CAPM, and beta forecasting | 2020-12-09 | Paper |
| Utility theory, capital asset allocation, and Markowitz portfolio-selection model | 2020-12-09 | Paper |
| Alternative Security Valuation Model: Theory and Empirical Results | 2020-12-09 | Paper |
| Bayesian portfolio mean-variance efficiency test with Sharpe ratio's sampling error | 2020-12-09 | Paper |
| Does Revenue Momentum Drive or Ride Earnings or Price Momentum? | 2020-12-09 | Paper |
| Technical, fundamental, and combined information for separating winners from losers | 2020-12-09 | Paper |
| Optimal payout ratio under uncertainty and the flexibility hypothesis: theory and empirical evidence | 2020-12-09 | Paper |
| Sustainable growth rate, optimal growth rate, and optimal payout ratio: a joint optimization approach | 2020-12-09 | Paper |
| Alternative methods to derive option pricing models: review and comparison | 2020-12-09 | Paper |
| Option price and stock market momentum in China | 2020-12-09 | Paper |
| Implied variance estimates for Black-Scholes and CEV OPM: review and comparison | 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 | 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 | 2010-10-15 | Paper |
| Empirical studies of structural credit risk models and the application in default prediction: review and new evidence | 2010-03-19 | Paper |
| An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads | 2009-04-14 | Paper |
| An ODE approach for the expected discounted penalty at ruin in jump-diffusion model | 2009-02-28 | Paper |
| EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS | 2008-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487061 | 2006-09-18 | Paper |
| A NOTE ON THE GENERALIZED MULTIBETA CAPM | 1998-07-22 | Paper |
