Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Kaufman, George G.
1980.
DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL.
Journal of Financial Research,
Vol. 3,
Issue. 1,
p.
1.
ROLL, RICHARD
and
ROSS, STEPHEN A.
1980.
An Empirical Investigation of the Arbitrage Pricing Theory.
The Journal of Finance,
Vol. 35,
Issue. 5,
p.
1073.
Sareewiwatthana, Paiboon
and
Malone, R. Phil
1985.
MARKET BEHAVIOR AND THE CAPITAL ASSET PRICING MODEL IN THE SECURITIES EXCHANGE OF THAILAND: AN EMPIRICAL APPLICATION.
Journal of Business Finance & Accounting,
Vol. 12,
Issue. 3,
p.
439.
McDonald, Bill
and
Morris, Michael H.
1985.
The Functional Specification of Financial Ratios: An Empirical Examination.
Accounting and Business Research,
Vol. 15,
Issue. 59,
p.
223.
Sears, R. Stephen
and
Wei, K. C. John
1988.
THE STRUCTURE OF SKEWNESS PREFERENCES IN ASSET PRICING MODELS WITH HIGHER MOMENTS: AN EMPIRICAL TEST.
Financial Review,
Vol. 23,
Issue. 1,
p.
25.
Bubnys, Edward L.
and
Lee, Cheng-Few
1989.
Linear and generalized functional form market models for electric utility firms.
Journal of Economics and Business,
Vol. 41,
Issue. 3,
p.
213.
Nawrocki, David N.
1992.
The characteristics of portfolios selected by n-degree Lower Partial Moment.
International Review of Financial Analysis,
Vol. 1,
Issue. 3,
p.
195.
Sudarsanam, P.S.
and
Taffler, R.J.
1995.
Financial ratio proportionality and inter-temporal stability: An empirical analysis.
Journal of Banking & Finance,
Vol. 19,
Issue. 1,
p.
45.
Eakins, Stanley G.
Stansell, Stanley R.
and
Below, Scott D.
1996.
The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes.
International Review of Financial Analysis,
Vol. 5,
Issue. 3,
p.
237.
Chaudhury, M.M.
and
Lee, C.F.
1997.
Functional form of stock return model: Some international evidence.
The Quarterly Review of Economics and Finance,
Vol. 37,
Issue. 1,
p.
151.
Elton, Edwin J
and
Gruber, Martin J
1997.
Modern portfolio theory, 1950 to date.
Journal of Banking & Finance,
Vol. 21,
Issue. 11-12,
p.
1743.
Rajan, M.P.
and
Rana, Nimit
2011.
A robust portfolio optimization in Indian Stock market.
p.
645.
Janová, Jitka
2012.
Crop planning optimization model: the validation and verification processes.
Central European Journal of Operations Research,
Vol. 20,
Issue. 3,
p.
451.
Shih, Yi-Cheng
Chen, Sheng-Syan
Lee, Cheng-Few
and
Chen, Po-Jung
2014.
The evolution of capital asset pricing models.
Review of Quantitative Finance and Accounting,
Vol. 42,
Issue. 3,
p.
415.
JANOVÁ, Jitka
2014.
Crop plan optimization under risk on a farm level in the Czech Republic.
Agricultural Economics (Zemědělská ekonomika),
Vol. 60,
Issue. 3,
p.
123.
Lee, Cheng-Few
and
Lee, John C.
2015.
Handbook of Financial Econometrics and Statistics.
p.
1.
Lee, Cheng-Few
Chen, Hong-Yi
and
Lee, John
2019.
Financial Econometrics, Mathematics and Statistics.
p.
1.
Lee, Cheng Few
2020.
Financial econometrics, mathematics, statistics, and financial technology: an overall view.
Review of Quantitative Finance and Accounting,
Vol. 54,
Issue. 4,
p.
1529.
Guo, Ivan
Langrené, Nicolas
Loeper, Grégoire
and
Ning, Wei
2022.
Portfolio optimization with a prescribed terminal wealth distribution.
Quantitative Finance,
Vol. 22,
Issue. 2,
p.
333.
Banerjee, Anirban
Chakrabarti, Arnab
and
Chakrabarti, Anindya S
2024.
The origin of return correlation networks.
Journal of Complex Networks,
Vol. 12,
Issue. 2,