Flores, Brandon; Ofori-Atta, Blessing; Sarantsev, Andrey A stock market model based on CAPM and market size. (English) Zbl 1476.91170 Ann. Finance 17, No. 3, 405-424 (2021). MSC: 91G15 91G10 60H30 PDF BibTeX XML Cite \textit{B. Flores} et al., Ann. Finance 17, No. 3, 405--424 (2021; Zbl 1476.91170) Full Text: DOI arXiv OpenURL
Li, Bohan; Guo, Junyi Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion. (English) Zbl 1471.91468 RAIRO, Oper. Res. 55, No. 4, 2469-2489 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, RAIRO, Oper. Res. 55, No. 4, 2469--2489 (2021; Zbl 1471.91468) Full Text: DOI OpenURL
Vasishth, Vibhuti; Sehgal, Sanjay; Sharma, Gagan Size effect in Indian equity market: myth or reality? (English) Zbl 1467.91167 Asia-Pac. Financ. Mark. 28, No. 1, 101-119 (2021). MSC: 91G10 PDF BibTeX XML Cite \textit{V. Vasishth} et al., Asia-Pac. Financ. Mark. 28, No. 1, 101--119 (2021; Zbl 1467.91167) Full Text: DOI OpenURL
Grauer, Robert Is the market portfolio mean-variance efficient? (English) Zbl 1454.91220 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763-1787 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{R. Grauer}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763--1787 (2021; Zbl 1454.91220) Full Text: DOI OpenURL
Chen, Hong-Yi; Lee, Alice C.; Lee, Cheng Few Alternative methods to deal with measurement error. (English) Zbl 1451.91230 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{H.-Y. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439--1484 (2021; Zbl 1451.91230) Full Text: DOI OpenURL
Mohanty, Subhransu S. Sourcing alpha in global equity markets: market factor decomposition and market characteristics. (English) Zbl 1454.91320 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 737-790 (2021). MSC: 91G30 91G15 PDF BibTeX XML Cite \textit{S. S. Mohanty}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 737--790 (2021; Zbl 1454.91320) Full Text: DOI OpenURL
Latunde, Tolulope Multifactor modelling in asset management. (English) Zbl 1482.91210 Int. J. Math. Oper. Res. 17, No. 3, 333-352 (2020). MSC: 91G30 49N90 60H30 PDF BibTeX XML Cite \textit{T. Latunde}, Int. J. Math. Oper. Res. 17, No. 3, 333--352 (2020; Zbl 1482.91210) Full Text: DOI OpenURL
Curran, Michael; Velic, Adnan The CAPM, national stock market betas, and macroeconomic covariates: a global analysis. (English) Zbl 1460.91278 Open Econ. Rev. 31, No. 4, 787-820 (2020). MSC: 91G30 91G45 62P05 PDF BibTeX XML Cite \textit{M. Curran} and \textit{A. Velic}, Open Econ. Rev. 31, No. 4, 787--820 (2020; Zbl 1460.91278) Full Text: DOI Link OpenURL
Bhutta, Nousheen Tariq; Simonetti, Biagio; Ventre, Viviana Does Islamic capital asset pricing model outperform conventional capital asset pricing model? (English) Zbl 1444.91215 Flaut, Daniel (ed.) et al., Decision making in social sciences: between traditions and innovations. Cham: Springer. Stud. Syst. Decis. Control 247, 471-482 (2020). MSC: 91G30 PDF BibTeX XML Cite \textit{N. T. Bhutta} et al., Stud. Syst. Decis. Control 247, 471--482 (2020; Zbl 1444.91215) Full Text: DOI OpenURL
Williams, Edward E.; Dobelman, John A. A random walk to nowhere. How the professors caused a real “fraud-on-the-market”. (English) Zbl 1453.91003 Hackensack, NJ: World Scientific (ISBN 978-981-120-778-5/hbk; 978-981-12-0835-5/pbk; 978-981-12-0780-8/ebook). xviii, 178 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G15 PDF BibTeX XML Cite \textit{E. E. Williams} and \textit{J. A. Dobelman}, A random walk to nowhere. How the professors caused a real ``fraud-on-the-market''. Hackensack, NJ: World Scientific (2020; Zbl 1453.91003) Full Text: DOI OpenURL
Bellalah, Mondher; Zhang, Detao An intertemporal capital asset pricing model under incomplete information and short sales. (English) Zbl 1430.91119 Ann. Oper. Res. 281, No. 1-2, 143-159 (2019). MSC: 91G30 93E20 90C39 PDF BibTeX XML Cite \textit{M. Bellalah} and \textit{D. Zhang}, Ann. Oper. Res. 281, No. 1--2, 143--159 (2019; Zbl 1430.91119) Full Text: DOI OpenURL
Markowski, Lesław Verification of the conditional CAPM: the example of the Polish capital market. (English) Zbl 1426.91316 Jajuga, Krzysztof (ed.) et al., Contemporary trends and challenges in finance. Proceedings from the 4th Wroclaw international conference in finance, Wroclaw, Poland, September 26–27, 2018. Cham: Springer. Springer Proc. Bus. Econ., 127-135 (2019). MSC: 91G99 91G10 PDF BibTeX XML Cite \textit{L. Markowski}, in: Contemporary trends and challenges in finance. Proceedings from the 4th Wroclaw international conference in finance, Wroclaw, Poland, September 26--27, 2018. Cham: Springer. 127--135 (2019; Zbl 1426.91316) Full Text: DOI OpenURL
Dhankar, Raj S. Risk-return relationship and portfolio management. (English) Zbl 1442.91001 India Studies in Business and Economics. New Delhi: Springer (ISBN 978-81-322-3948-2/hbk; 978-81-322-3950-5/ebook). xxii, 323 p. (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G10 91G15 91G70 91B06 PDF BibTeX XML Cite \textit{R. S. Dhankar}, Risk-return relationship and portfolio management. New Delhi: Springer (2019; Zbl 1442.91001) Full Text: DOI OpenURL
Galea, Manuel; Giménez, Patricia Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model. (English) Zbl 1411.62295 Stat. Pap. 60, No. 1, 293-312 (2019). MSC: 62P05 62J05 62J20 62F03 91G99 PDF BibTeX XML Cite \textit{M. Galea} and \textit{P. Giménez}, Stat. Pap. 60, No. 1, 293--312 (2019; Zbl 1411.62295) Full Text: DOI OpenURL
Chen, Zhuo; Lu, Andrea Seeing the unobservable from the invisible: the role of CO\(_{2}\) in measuring consumption risk. (English) Zbl 1402.91978 Rev. Finance 22, No. 3, 977-1009 (2018). MSC: 91G99 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{A. Lu}, Rev. Finance 22, No. 3, 977--1009 (2018; Zbl 1402.91978) Full Text: DOI OpenURL
Shushi, Tomer Stein’s lemma for truncated elliptical random vectors. (English) Zbl 1406.60024 Stat. Probab. Lett. 137, 297-303 (2018). MSC: 60E05 60E15 62H10 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 137, 297--303 (2018; Zbl 1406.60024) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. (English) Zbl 1390.91183 ASTIN Bull. 47, No. 3, 919-942 (2017). MSC: 91B30 62H20 62P05 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, ASTIN Bull. 47, No. 3, 919--942 (2017; Zbl 1390.91183) Full Text: DOI arXiv OpenURL
Li, Bo; Arreola-Risa, Antonio Financial risk, inventory decision and process improvement for a firm with random capacity. (English) Zbl 1402.90007 Eur. J. Oper. Res. 260, No. 1, 183-194 (2017). MSC: 90B05 91B25 90B50 PDF BibTeX XML Cite \textit{B. Li} and \textit{A. Arreola-Risa}, Eur. J. Oper. Res. 260, No. 1, 183--194 (2017; Zbl 1402.90007) Full Text: DOI OpenURL
Bartkowiak, Marcin; Rutkowska, Aleksandra Black-Litterman model with multiple experts’ linguistic views. (English) Zbl 1422.62013 Ferraro, Maria Brigida (ed.) et al., Soft methods for data science. Selected papers based on the presentations at the 8th international conference on soft methods in probability and statistics, SMPS 2016, Rome, Italy, September 12–14, 2016. Cham: Springer. Adv. Intell. Syst. Comput. 456, 35-43 (2017). MSC: 62-07 62B86 62P05 62P20 PDF BibTeX XML Cite \textit{M. Bartkowiak} and \textit{A. Rutkowska}, Adv. Intell. Syst. Comput. 456, 35--43 (2017; Zbl 1422.62013) Full Text: DOI OpenURL
Au, Charles; Choy, S. T. Boris An application of Bayesian seemingly unrelated regression models with flexible tails. (English) Zbl 1364.62169 Argiento, Raffaele (ed.) et al., Bayesian statistics in action. BAYSM 2016, Florence, Italy, June 19–21, 2016. Cham: Springer (ISBN 978-3-319-54083-2/hbk; 978-3-319-54084-9/ebook). Springer Proceedings in Mathematics & Statistics 194, 115-125 (2017). MSC: 62J05 62P05 PDF BibTeX XML Cite \textit{C. Au} and \textit{S. T. B. Choy}, Springer Proc. Math. Stat. 194, 115--125 (2017; Zbl 1364.62169) Full Text: DOI OpenURL
Eisdorfer, Assaf; Giaccotto, Carmelo The St. Petersburg paradox and capital asset pricing. (English) Zbl 1398.91705 Ann. Finance 12, No. 1, 1-16 (2016). MSC: 91G99 91B25 91A80 PDF BibTeX XML Cite \textit{A. Eisdorfer} and \textit{C. Giaccotto}, Ann. Finance 12, No. 1, 1--16 (2016; Zbl 1398.91705) Full Text: DOI OpenURL
Autchariyapanitkul, Kittawit; Chanaim, Somsak; Sriboonchitta, Songsak Quantile regression under asymmetric Laplace distribution in capital asset pricing model. (English) Zbl 1418.91621 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 219-231 (2015). MSC: 91G99 62P05 91G10 PDF BibTeX XML Cite \textit{K. Autchariyapanitkul} et al., Stud. Comput. Intell. 583, 219--231 (2015; Zbl 1418.91621) Full Text: DOI OpenURL
Tapiero, Charles S. A financial CCAPM and economic inequalities. (English) Zbl 1398.91721 Quant. Finance 15, No. 3, 521-534 (2015). MSC: 91G99 91A05 60G44 91G40 91B25 PDF BibTeX XML Cite \textit{C. S. Tapiero}, Quant. Finance 15, No. 3, 521--534 (2015; Zbl 1398.91721) Full Text: DOI OpenURL
Alda, Mercedes; Vargas, María; Ferruz, Luis Perverse timing or biased coefficients? (English) Zbl 1398.91496 Quant. Finance 15, No. 1, 171-183 (2015). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{M. Alda} et al., Quant. Finance 15, No. 1, 171--183 (2015; Zbl 1398.91496) Full Text: DOI OpenURL
Boonen, Tim J. Competitive equilibria with distortion risk measures. (English) Zbl 1390.91331 ASTIN Bull. 45, No. 3, 703-728 (2015). MSC: 91G70 91B30 PDF BibTeX XML Cite \textit{T. J. Boonen}, ASTIN Bull. 45, No. 3, 703--728 (2015; Zbl 1390.91331) Full Text: DOI Link OpenURL
Li, Xiafei; Cai, Zongwu; Ren, Yu A new test on the conditional capital asset pricing model. (English) Zbl 1340.91036 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 163-186 (2015). MSC: 91B25 62P05 PDF BibTeX XML Cite \textit{X. Li} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 163--186 (2015; Zbl 1340.91036) Full Text: DOI OpenURL
Lee, Jiyon A semiparametric single index model with heterogeneous impacts on an unobserved variable. (English) Zbl 1331.62479 J. Econom. 184, No. 1, 13-36 (2015). MSC: 62P20 62G05 62G20 91G70 PDF BibTeX XML Cite \textit{J. Lee}, J. Econom. 184, No. 1, 13--36 (2015; Zbl 1331.62479) Full Text: DOI OpenURL
Boyle, Phelim Positive weights on the efficient frontier. (English) Zbl 1414.91437 N. Am. Actuar. J. 18, No. 4, 462-477 (2014). MSC: 91G99 91B25 PDF BibTeX XML Cite \textit{P. Boyle}, N. Am. Actuar. J. 18, No. 4, 462--477 (2014; Zbl 1414.91437) Full Text: DOI OpenURL
Del Vigna, Matteo A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences. (English) Zbl 1398.91286 Decis. Econ. Finance 37, No. 2, 341-348 (2014). MSC: 91B25 91G99 91B16 PDF BibTeX XML Cite \textit{M. Del Vigna}, Decis. Econ. Finance 37, No. 2, 341--348 (2014; Zbl 1398.91286) Full Text: DOI Link OpenURL
Ouysse, Rachida On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification. (English) Zbl 1306.62083 Comput. Stat. 29, No. 1-2, 233-261 (2014). MSC: 65C60 62G09 62P20 PDF BibTeX XML Cite \textit{R. Ouysse}, Comput. Stat. 29, No. 1--2, 233--261 (2014; Zbl 1306.62083) Full Text: DOI OpenURL
Wichitaksorn, Nuttanan; Choy, S. T. Boris; Gerlach, Richard A generalized class of skew distributions and associated robust quantile regression models. (English. French summary) Zbl 1329.62086 Can. J. Stat. 42, No. 4, 579-596 (2014). MSC: 62E99 62F15 62P20 PDF BibTeX XML Cite \textit{N. Wichitaksorn} et al., Can. J. Stat. 42, No. 4, 579--596 (2014; Zbl 1329.62086) Full Text: DOI OpenURL
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan Capital asset pricing model (CAPM) with drawdown measure. (English) Zbl 1304.91212 Eur. J. Oper. Res. 234, No. 2, 508-517 (2014). MSC: 91G10 91B25 91B30 PDF BibTeX XML Cite \textit{M. Zabarankin} et al., Eur. J. Oper. Res. 234, No. 2, 508--517 (2014; Zbl 1304.91212) Full Text: DOI OpenURL
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Robust monitoring of CAPM portfolio betas. II. (English) Zbl 1298.62180 J. Multivariate Anal. 132, 58-81 (2014). MSC: 62P05 62F35 60F17 60G10 62L10 91B25 91G70 91G10 PDF BibTeX XML Cite \textit{O. Chochola} et al., J. Multivariate Anal. 132, 58--81 (2014; Zbl 1298.62180) Full Text: DOI OpenURL
Kriele, Marcus; Wolf, Jochen [Ion, Patrick D. F.] Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. (English) Zbl 1298.91009 EAA Series. London: Springer (ISBN 978-1-4471-6304-6/pbk; 978-1-4471-6305-3/ebook). xii, 378 p. (2014). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 62P05 PDF BibTeX XML Cite \textit{M. Kriele} and \textit{J. Wolf}, Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. London: Springer (2014; Zbl 1298.91009) Full Text: DOI OpenURL
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda Identification-robust estimation and testing of the zero-beta CAPM. (English) Zbl 1405.91725 Rev. Econ. Stud. 80, No. 3, 892-924 (2013). MSC: 91G99 91G10 62P05 62M10 PDF BibTeX XML Cite \textit{M.-C. Beaulieu} et al., Rev. Econ. Stud. 80, No. 3, 892--924 (2013; Zbl 1405.91725) Full Text: DOI Link OpenURL
Wang, Frank Topics in modern finance. (English) Zbl 1293.91169 Page, Warren (ed.), Applications of mathematics in economics. Washington, DC: Mathematical Association of America (MAA) (ISBN 978-0-88385-192-0/pbk; 978-1-6144-4317-9/ebook). MAA Notes 82, 99-114 (2013). MSC: 91Gxx 91-01 60H30 PDF BibTeX XML Cite \textit{F. Wang}, MAA Notes 82, 99--114 (2013; Zbl 1293.91169) OpenURL
Horvath, Philip A.; Sinha, Amit K. Is hyperbolic discounting really evidence of irrational behavior? (English) Zbl 1281.91084 Quant. Finance 13, No. 5, 665-670 (2013). MSC: 91B25 91B06 PDF BibTeX XML Cite \textit{P. A. Horvath} and \textit{A. K. Sinha}, Quant. Finance 13, No. 5, 665--670 (2013; Zbl 1281.91084) Full Text: DOI OpenURL
Cheung, Wing The augmented Black-Litterman model: a ranking-free approach to factor-based portfolio construction and beyond. (English) Zbl 1280.91146 Quant. Finance 13, No. 2, 301-316 (2013). MSC: 91G10 PDF BibTeX XML Cite \textit{W. Cheung}, Quant. Finance 13, No. 2, 301--316 (2013; Zbl 1280.91146) Full Text: DOI OpenURL
Del Vigna, Matteo Financial market equilibria with heterogeneous agents: CAPM and market segmentation. (English) Zbl 1273.91303 Math. Financ. Econ. 7, No. 4, 405-429 (2013). MSC: 91B52 91B25 91B69 91G10 PDF BibTeX XML Cite \textit{M. Del Vigna}, Math. Financ. Econ. 7, No. 4, 405--429 (2013; Zbl 1273.91303) Full Text: DOI Link OpenURL
Joshi, Mark S.; Paterson, Jane M. Introduction to mathematical portfolio theory. (English) Zbl 1329.91002 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-04231-5/hbk). xii, 314 p. (2013). Reviewer: Yan Dolinsky (Jerusalem) MSC: 91-01 91G10 91B30 60J65 91B25 PDF BibTeX XML Cite \textit{M. S. Joshi} and \textit{J. M. Paterson}, Introduction to mathematical portfolio theory. Cambridge: Cambridge University Press (2013; Zbl 1329.91002) OpenURL
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Robust monitoring of CAPM portfolio betas. (English) Zbl 1271.62057 J. Multivariate Anal. 115, 374-395 (2013). MSC: 62P05 62F35 60F17 60G10 60J65 62L10 91B25 91G70 91G10 PDF BibTeX XML Cite \textit{O. Chochola} et al., J. Multivariate Anal. 115, 374--395 (2013; Zbl 1271.62057) Full Text: DOI OpenURL
Radovanov, Boris; Marcikić, Aleksandra Usefulness of bootstrapping in portfolio management. (English) Zbl 1357.91043 Croat. Oper. Res. Rev. (CRORR) 3, 68-79 (2012). MSC: 91G10 62P05 62F40 62G09 62M10 PDF BibTeX XML Cite \textit{B. Radovanov} and \textit{A. Marcikić}, Croat. Oper. Res. Rev. (CRORR) 3, 68--79 (2012; Zbl 1357.91043) OpenURL
Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; Pin, Paolo Excess covariance and dynamic instability in a multi-asset model. (English) Zbl 1345.91066 J. Econ. Dyn. Control 36, No. 8, 1142-1161 (2012). MSC: 91G10 PDF BibTeX XML Cite \textit{M. Anufriev} et al., J. Econ. Dyn. Control 36, No. 8, 1142--1161 (2012; Zbl 1345.91066) Full Text: DOI Link OpenURL
Zhao, Tian Firm size, information acquisition and price efficiency. (English) Zbl 1279.91197 Quant. Finance 12, No. 10, 1599-1614 (2012). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{T. Zhao}, Quant. Finance 12, No. 10, 1599--1614 (2012; Zbl 1279.91197) Full Text: DOI OpenURL
Chrysafis, Konstantinos A. Corporate investment appraisal with possibilistic CAPM. (English) Zbl 1255.91277 Math. Comput. Modelling 55, No. 3-4, 1041-1050 (2012). MSC: 91B64 91G50 PDF BibTeX XML Cite \textit{K. A. Chrysafis}, Math. Comput. Modelling 55, No. 3--4, 1041--1050 (2012; Zbl 1255.91277) Full Text: DOI OpenURL
Flåm, Sjur Didrik Coupled projects, core imputations, and the CAPM. (English) Zbl 1244.91040 J. Math. Econ. 48, No. 3, 170-176 (2012). MSC: 91B24 91G10 PDF BibTeX XML Cite \textit{S. D. Flåm}, J. Math. Econ. 48, No. 3, 170--176 (2012; Zbl 1244.91040) Full Text: DOI OpenURL
Kremer, Jürgen Portfolio theory, risk management and the evaluation of derivatives. 2nd completely revised and extended ed. (Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten.) (German) Zbl 1235.91004 Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-642-20867-6/pbk; 978-3-642-20868-3/ebook). xvi, 471 p. (2011). Reviewer: Stefan Gerhold (Vienna) MSC: 91-02 91G10 91G20 91G60 60H05 60G42 60H30 91B70 PDF BibTeX XML Cite \textit{J. Kremer}, Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten. 2nd completely revised and extended ed. Berlin: Springer (2011; Zbl 1235.91004) Full Text: DOI OpenURL
Maclean, Leonard C.; Zhao, Yonggan; Ziemba, William T. Mean-variance versus expected utility in dynamic investment analysis. (English) Zbl 1214.91103 Comput. Manag. Sci. 8, No. 1-2, 3-22 (2011). MSC: 91G10 PDF BibTeX XML Cite \textit{L. C. Maclean} et al., Comput. Manag. Sci. 8, No. 1--2, 3--22 (2011; Zbl 1214.91103) Full Text: DOI Link OpenURL
Chen, Shiyi; Härdle, W. K.; Moro, R. A. Modeling default risk with support vector machines. (English) Zbl 1210.91148 Quant. Finance 11, No. 1, 135-154 (2011). MSC: 91G70 91G40 62H30 91G60 PDF BibTeX XML Cite \textit{S. Chen} et al., Quant. Finance 11, No. 1, 135--154 (2011; Zbl 1210.91148) Full Text: DOI OpenURL
Márquez, Elena; Nieto, Belén Further international evidence on durable consumption growth and long-run consumption risk. (English) Zbl 1208.91162 Quant. Finance 11, No. 2, 195-217 (2011). MSC: 91G70 91B25 62P05 PDF BibTeX XML Cite \textit{E. Márquez} and \textit{B. Nieto}, Quant. Finance 11, No. 2, 195--217 (2011; Zbl 1208.91162) Full Text: DOI OpenURL
Ross, Sheldon M. An elementary introduction to mathematical finance. 3rd ed. (English) Zbl 1221.91001 Cambridge: Cambridge University Press (ISBN 978-0-521-19253-8/hbk; 978-1-139-06510-8/ebook). xv, 305 p. (2011). Reviewer: Weiping Li (Stillwater) MSC: 91-01 91Gxx PDF BibTeX XML Cite \textit{S. M. Ross}, An elementary introduction to mathematical finance. 3rd ed. Cambridge: Cambridge University Press (2011; Zbl 1221.91001) Full Text: DOI OpenURL
De Giuli, Maria Elena; Maggi, Mario Alessandro; Tarantola, Claudia Bayesian outlier detection in capital asset pricing model. (English) Zbl 07256830 Stat. Model. 10, No. 4, 375-390 (2010). MSC: 62-XX PDF BibTeX XML Cite \textit{M. E. De Giuli} et al., Stat. Model. 10, No. 4, 375--390 (2010; Zbl 07256830) Full Text: DOI arXiv OpenURL
Coretto, Pietro; Parrella, Maria Lucia Empirical likelihood based nonparametric testing for CAPM. (English) Zbl 1380.62243 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26–28, 2008. Milano: Springer (ISBN 978-88-470-1480-0/hbk). 103-112 (2010). MSC: 62P05 62G10 PDF BibTeX XML Cite \textit{P. Coretto} and \textit{M. L. Parrella}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2008, Venice, Italy, March 26--28, 2008. Milano: Springer. 103--112 (2010; Zbl 1380.62243) OpenURL
Levy, Moshe Loss aversion and the price of risk. (English) Zbl 1232.91351 Quant. Finance 10, No. 9, 1009-1022 (2010). MSC: 91B30 91B25 PDF BibTeX XML Cite \textit{M. Levy}, Quant. Finance 10, No. 9, 1009--1022 (2010; Zbl 1232.91351) Full Text: DOI OpenURL
Chen, Shu-Heng; Wang, Shu G. On the elasticity puzzle: would the agent-based modeling help? (English) Zbl 1207.91049 Adv. Appl. Stat. Sci. 2, No. 2, 375-391 (2010). MSC: 91B82 91B25 91B69 62P20 PDF BibTeX XML Cite \textit{S.-H. Chen} and \textit{S. G. Wang}, Adv. Appl. Stat. Sci. 2, No. 2, 375--391 (2010; Zbl 1207.91049) OpenURL
Adcock, C. J. Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution. (English) Zbl 1233.91112 Ann. Oper. Res. 176, 221-234 (2010). MSC: 91B25 91G70 62P05 91G10 PDF BibTeX XML Cite \textit{C. J. Adcock}, Ann. Oper. Res. 176, 221--234 (2010; Zbl 1233.91112) Full Text: DOI OpenURL
Kleibergen, Frank Tests of risk premia in linear factor models. (English) Zbl 1429.62680 J. Econom. 149, No. 2, 149-173 (2009). MSC: 62P20 62J05 PDF BibTeX XML Cite \textit{F. Kleibergen}, J. Econom. 149, No. 2, 149--173 (2009; Zbl 1429.62680) Full Text: DOI Link OpenURL
Xu, Jiangang; Wu, Yi; Zhang, Xiaorong RMB/USD forward exchange risk premium: an empirical research. (Chinese. English summary) Zbl 1224.91189 J. Fudan Univ., Nat. Sci. 48, No. 6, 693-699, 707 (2009). MSC: 91G70 91B25 62P05 PDF BibTeX XML Cite \textit{J. Xu} et al., J. Fudan Univ., Nat. Sci. 48, No. 6, 693--699, 707 (2009; Zbl 1224.91189) OpenURL
An, Peng; Li, Shenghong Empirical analysis on risk of security investment. (English) Zbl 1199.91260 Appl. Math., Ser. B (Engl. Ed.) 24, No. 2, 127-134 (2009). MSC: 91G70 91G20 62M10 62P05 PDF BibTeX XML Cite \textit{P. An} and \textit{S. Li}, Appl. Math., Ser. B (Engl. Ed.) 24, No. 2, 127--134 (2009; Zbl 1199.91260) Full Text: DOI OpenURL
McCauley, Joseph L. Dynamics of markets. The new financial economics. 2nd ed. (English) Zbl 1186.91007 Cambridge: Cambridge University Press (ISBN 978-0-521-42962-7/hbk). xv, 270 p. (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 91-02 91B80 91G10 91G20 91G80 91B84 91B70 PDF BibTeX XML Cite \textit{J. L. McCauley}, Dynamics of markets. The new financial economics. 2nd ed. Cambridge: Cambridge University Press (2009; Zbl 1186.91007) Full Text: DOI OpenURL
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; Taboga, Marco Portfolio selection with monotone mean-variance preferences. (English) Zbl 1168.91396 Math. Finance 19, No. 3, 487-521 (2009). MSC: 91G10 PDF BibTeX XML Cite \textit{F. Maccheroni} et al., Math. Finance 19, No. 3, 487--521 (2009; Zbl 1168.91396) Full Text: DOI OpenURL
Bensoussan, Alain Real options. (English) Zbl 1180.91303 Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 531-572 (2009). MSC: 91G50 91B25 91G80 49J40 PDF BibTeX XML Cite \textit{A. Bensoussan}, Handb. Numer. Anal. 15, 531--572 (2009; Zbl 1180.91303) Full Text: DOI OpenURL
Magni, Carlo Alberto Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? (English) Zbl 1157.91366 Eur. J. Oper. Res. 192, No. 2, 549-560 (2009). MSC: 91G10 PDF BibTeX XML Cite \textit{C. A. Magni}, Eur. J. Oper. Res. 192, No. 2, 549--560 (2009; Zbl 1157.91366) Full Text: DOI Link OpenURL
Markowitz, Harry M. Selected works. Edited by Harry M. Markowitz. (English) Zbl 1173.01013 World Scientific-Nobel Laureate Series 1. Hackensack, NJ: World Scientific (ISBN 978-981-283-363-1/hbk; 978-981-283-364-8/pbk). xvi, 700 p. (2008). Reviewer: Angel F. Tenorio (Seville) MSC: 01A75 91-06 91G10 91B26 90C05 68U20 68T20 68N15 62P20 68W25 PDF BibTeX XML Cite \textit{H. M. Markowitz}, Selected works. Edited by Harry M. Markowitz. Hackensack, NJ: World Scientific (2008; Zbl 1173.01013) OpenURL
Semenov, Andrei Historical simulation approach to the estimation of stochastic discount factor models. (English) Zbl 1140.91410 Quant. Finance 8, No. 4, 391-404 (2008). MSC: 91B28 91B26 PDF BibTeX XML Cite \textit{A. Semenov}, Quant. Finance 8, No. 4, 391--404 (2008; Zbl 1140.91410) Full Text: DOI OpenURL
Huang, Peng; Hueng, C. James Conditional risk-return relationship in a time-varying beta model. (English) Zbl 1140.91392 Quant. Finance 8, No. 4, 381-390 (2008). MSC: 91B28 91B30 91B84 91B26 PDF BibTeX XML Cite \textit{P. Huang} and \textit{C. J. Hueng}, Quant. Finance 8, No. 4, 381--390 (2008; Zbl 1140.91392) Full Text: DOI OpenURL
Horst, Ulrich; Wenzelburger, Jan On non-ergodic asset prices. (English) Zbl 1154.91025 Econ. Theory 34, No. 2, 207-234 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 91B26 34F05 60J25 PDF BibTeX XML Cite \textit{U. Horst} and \textit{J. Wenzelburger}, Econ. Theory 34, No. 2, 207--234 (2008; Zbl 1154.91025) Full Text: DOI OpenURL
Kayahan, Burç; Stengos, Thanasis Testing the capital asset pricing model with local maximum likelihood methods. (English) Zbl 1142.91461 Math. Comput. Modelling 46, No. 1-2, 138-150 (2007). MSC: 91B24 91B28 91B82 62P05 PDF BibTeX XML Cite \textit{B. Kayahan} and \textit{T. Stengos}, Math. Comput. Modelling 46, No. 1--2, 138--150 (2007; Zbl 1142.91461) Full Text: DOI OpenURL
Levy, Moshe Conditions for a CAPM equilibrium with positive prices. (English) Zbl 1132.91543 J. Econ. Theory 137, No. 1, 404-415 (2007). MSC: 91B52 91B50 PDF BibTeX XML Cite \textit{M. Levy}, J. Econ. Theory 137, No. 1, 404--415 (2007; Zbl 1132.91543) Full Text: DOI OpenURL
Pitt, Michael; Chan, David; Kohn, Robert Efficient Bayesian inference for Gaussian copula regression models. (English) Zbl 1108.62027 Biometrika 93, No. 3, 537-554 (2006). MSC: 62F15 62H99 65C40 PDF BibTeX XML Cite \textit{M. Pitt} et al., Biometrika 93, No. 3, 537--554 (2006; Zbl 1108.62027) Full Text: DOI OpenURL
Platen, Eckhard A benchmark approach to finance. (English) Zbl 1128.91029 Math. Finance 16, No. 1, 131-151 (2006). MSC: 91B28 PDF BibTeX XML Cite \textit{E. Platen}, Math. Finance 16, No. 1, 131--151 (2006; Zbl 1128.91029) Full Text: DOI OpenURL
Kremer, Jürgen Introduction to discrete financial mathematics. (Einführung in die diskrete Finanzmathematik.) (German) Zbl 1139.91017 Springer-Lehrbuch. Berlin: Springer (ISBN 3-540-25394-7/pbk). xv, 498 p. (2006). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 91-01 91B02 91B30 91B24 91B26 PDF BibTeX XML Cite \textit{J. Kremer}, Einführung in die diskrete Finanzmathematik. Berlin: Springer (2006; Zbl 1139.91017) Full Text: DOI OpenURL
Richman, Vincent; Santos, Michael R.; Barkoulas, John T. Short- and long-term effects of the 9/11 event: the international evidence. (English) Zbl 1121.91369 Int. J. Theor. Appl. Finance 8, No. 7, 947-958 (2005). MSC: 91B28 91F10 91B64 PDF BibTeX XML Cite \textit{V. Richman} et al., Int. J. Theor. Appl. Finance 8, No. 7, 947--958 (2005; Zbl 1121.91369) Full Text: DOI OpenURL
Cao, Qing; Leggio, Karyl B.; Schniederjans, Marc J. A comparison between Fama and French’s model and artificial neural networks in predicting the Chinese stock market. (English) Zbl 1146.91032 Comput. Oper. Res. 32, No. 10, 2499-2512 (2005). MSC: 91B84 92B20 PDF BibTeX XML Cite \textit{Q. Cao} et al., Comput. Oper. Res. 32, No. 10, 2499--2512 (2005; Zbl 1146.91032) Full Text: DOI OpenURL
Vinod, Hrishikesh D.; Reagle, Derrick P. Preparing for the worst. Incorporating downside risk in stock market investments. (English) Zbl 1064.91050 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-23442-7/hbk; 978-0-471-68652-1/ebook). xix, 286 p. (2005). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 91-02 91B16 PDF BibTeX XML Cite \textit{H. D. Vinod} and \textit{D. P. Reagle}, Preparing for the worst. Incorporating downside risk in stock market investments. Hoboken, NJ: John Wiley \& Sons (2005; Zbl 1064.91050) Full Text: DOI OpenURL
Rudolf, Markus; Ziemba, William T. Intertemporal surplus management. (English) Zbl 1179.91236 J. Econ. Dyn. Control 28, No. 5, 975-990 (2004). MSC: 91G10 91B30 60H30 91B25 91B16 PDF BibTeX XML Cite \textit{M. Rudolf} and \textit{W. T. Ziemba}, J. Econ. Dyn. Control 28, No. 5, 975--990 (2004; Zbl 1179.91236) Full Text: DOI OpenURL
Nagai, Hideo Risk-sensitive portfolio optimization with full and partial information. (English) Zbl 1068.60086 Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 257-278 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60H30 91G10 60H10 60H15 35K20 PDF BibTeX XML Cite \textit{H. Nagai}, Adv. Stud. Pure Math. 41, 257--278 (2004; Zbl 1068.60086) OpenURL
McCauley, Joseph L. Dynamics of markets. Econophysics and finance. (English) Zbl 1052.91002 Cambridge University Press (ISBN 0-521-82447-8/hbk). xvi, 209 p. (2004). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91-02 82-02 91B80 91G20 82C03 91B24 82C31 PDF BibTeX XML Cite \textit{J. L. McCauley}, Dynamics of markets. Econophysics and finance. Cambridge University Press (2004; Zbl 1052.91002) Full Text: DOI OpenURL
Genąy, Ramazan; Selųk, Faruk; Whitcher, Brandon Systematic risk and timescales. (English) Zbl 1405.91739 Quant. Finance 3, No. 2, 108-116 (2003). MSC: 91G99 42C40 PDF BibTeX XML Cite \textit{R. Genąy} et al., Quant. Finance 3, No. 2, 108--116 (2003; Zbl 1405.91739) Full Text: DOI Link OpenURL
McCauley, Joseph L.; Gunaratne, Gemunu H. On CAPM and Black-Scholes differing risk-return strategies. (English) Zbl 1056.91033 Physica A 329, No. 1-2, 170-177 (2003). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{J. L. McCauley} and \textit{G. H. Gunaratne}, Physica A 329, No. 1--2, 170--177 (2003; Zbl 1056.91033) Full Text: DOI OpenURL
Derman, Emanuel The perception of time, risk and return during periods of speculation. (English) Zbl 1405.91733 Quant. Finance 2, No. 4, 282-296 (2002). MSC: 91G99 91B30 PDF BibTeX XML Cite \textit{E. Derman}, Quant. Finance 2, No. 4, 282--296 (2002; Zbl 1405.91733) Full Text: DOI arXiv OpenURL
Bielecki, Tomasz R.; Hernandez-Hernandez, Daniel; Pliska, Stanley R. Risk sensitive asset management with constrained trading strategies. (English) Zbl 1037.91046 Yong, Jiongmin (ed.), Recent developments in mathematical finance. Proceedings of the international conference on mathematical finance, Shanghai, China, May 10–13, 2001. Singapore: World Scientific (ISBN 981-02-4797-4). 127-138 (2002). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., in: Recent developments in mathematical finance. Proceedings of the international conference on mathematical finance, Shanghai, China, May 10--13, 2001. Singapore: World Scientific. 127--138 (2002; Zbl 1037.91046) OpenURL
Külpmann, Matthias Stock market overreaction and fundamental valuation. Theory and empirical evidence. (English) Zbl 1050.91045 Lecture Notes in Economics and Mathematical Systems 511. Berlin: Springer (ISBN 3-540-42670-1). ix, 198 p. (2002). Reviewer: Oleksandr Kukush (Kyïv) MSC: 91B28 91-02 PDF BibTeX XML Cite \textit{M. Külpmann}, Stock market overreaction and fundamental valuation. Theory and empirical evidence. Berlin: Springer (2002; Zbl 1050.91045) OpenURL
Teo, K. L.; Yang, X. Q. Portfolio selection problem with minimax type risk function. (English) Zbl 1016.91058 Ann. Oper. Res. 101, 333-349 (2001). MSC: 91G10 91B30 90C90 PDF BibTeX XML Cite \textit{K. L. Teo} and \textit{X. Q. Yang}, Ann. Oper. Res. 101, 333--349 (2001; Zbl 1016.91058) Full Text: DOI OpenURL
Luenberger, D. G. Projection pricing. (English) Zbl 0972.91058 J. Optimization Theory Appl. 109, No. 1, 1-25 (2001). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 46C99 PDF BibTeX XML Cite \textit{D. G. Luenberger}, J. Optim. Theory Appl. 109, No. 1, 1--25 (2001; Zbl 0972.91058) Full Text: DOI OpenURL
Parkes, David C.; Huberman, Bernardo A. Multiagent cooperative search for portfolio selection. (English) Zbl 1028.91550 Games Econ. Behav. 35, No. 1-2, 124-165 (2001). MSC: 91G10 91A12 PDF BibTeX XML Cite \textit{D. C. Parkes} and \textit{B. A. Huberman}, Games Econ. Behav. 35, No. 1--2, 124--165 (2001; Zbl 1028.91550) Full Text: DOI Link OpenURL
Pressacco, Flavio; Stucchi, Patrizia Linearity properties of a three-moments portfolio model. (English) Zbl 0999.91041 Decis. Econ. Finance 23, No. 2, 133-150 (2000). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 90C29 PDF BibTeX XML Cite \textit{F. Pressacco} and \textit{P. Stucchi}, Decis. Econ. Finance 23, No. 2, 133--150 (2000; Zbl 0999.91041) Full Text: DOI OpenURL
Christensen, Peter Ove; Graversen, Svend Erik; Miltersen, Kristian R. Dynamic spanning in the consumption-based capital asset pricing model. (English) Zbl 0981.91062 Eur. Finance Rev. 4, No. 2, 129-156 (2000). Reviewer: Aleksandr D.Borisenko (Kyïv) MSC: 91B42 91B26 91B40 PDF BibTeX XML Cite \textit{P. O. Christensen} et al., Eur. Finance Rev. 4, No. 2, 129--156 (2000; Zbl 0981.91062) Full Text: DOI OpenURL
Huschens, Stefan; Kim, Jeong-Ryeol A stable CAPM in the presence of heavy-tailed distributions. (English) Zbl 0965.62091 Franke, Jürgen (ed.) et al., Measuring risk in complex stochastic systems. New York, NY: Springer. Lect. Notes Stat. 147, 175-188 (2000). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62P05 62J05 91B82 PDF BibTeX XML Cite \textit{S. Huschens} and \textit{J.-R. Kim}, Lect. Notes Stat. 147, 175--188 (2000; Zbl 0965.62091) OpenURL
Pedersen, Christian S. Separating risk and return in the CAPM: A general utility-based model. (English) Zbl 0962.91047 Eur. J. Oper. Res. 123, No. 3, 628-639 (2000). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{C. S. Pedersen}, Eur. J. Oper. Res. 123, No. 3, 628--639 (2000; Zbl 0962.91047) Full Text: DOI OpenURL
Gamrowski, B.; Rachev, S. T. A testable version of the Pareto-Stable CAPM. (English) Zbl 1014.91047 Math. Comput. Modelling 29, No. 10-12, 61-81 (1999). MSC: 91B28 PDF BibTeX XML Cite \textit{B. Gamrowski} and \textit{S. T. Rachev}, Math. Comput. Modelling 29, No. 10--12, 61--81 (1999; Zbl 1014.91047) Full Text: DOI OpenURL
Chen, Shou On the \(R-\beta\) cross-sectional relation with proxy portfolio. (Chinese. English summary) Zbl 1038.91526 J. Hunan Univ., Nat. Sci. 26, No. 4, 108-112 (1999). MSC: 91B28 PDF BibTeX XML Cite \textit{S. Chen}, J. Hunan Univ., Nat. Sci. 26, No. 4, 108--112 (1999; Zbl 1038.91526) OpenURL
Ferson, Wayne E.; Locke, Dennis H. Estimating the cost of capital through time: An analysis of the sources of error. (English) Zbl 0989.90078 Manage. Sci. 44, No. 4, 485-500 (1998). MSC: 90B50 PDF BibTeX XML Cite \textit{W. E. Ferson} and \textit{D. H. Locke}, Manage. Sci. 44, No. 4, 485--500 (1998; Zbl 0989.90078) Full Text: DOI Link OpenURL
Zimmermann, Heinz State preference theory and asset pricing. An introduction. (State-Preference-Theorie und Asset Pricing. Eine Einführung.) (German) Zbl 1004.91018 Studies in Contemporary Economics. Heidelberg: Physica-Verlag. xviii, 304 S. (1998). MSC: 91B08 91-01 91B28 PDF BibTeX XML Cite \textit{H. Zimmermann}, State-Preference-Theorie und Asset Pricing. Eine Einführung. Heidelberg: Physica-Verlag (1998; Zbl 1004.91018) OpenURL
Maddala, G. S. Econometric issues related to errors in variables in financial models. (English) Zbl 0984.91049 Strøom, Steinar (ed.), Econometrics and economic theory in the 20th century. The Ragnar Frisch centennial symposium. Papers from the symposium held in Oslo, Norway, March 3-5, 1995. Cambridge: Cambridge University Press. Econ. Soc. Monogr. 31, 414-432 (1998). MSC: 91B28 PDF BibTeX XML Cite \textit{G. S. Maddala}, in: Econometrics and economic theory in the 20th century. The Ragnar Frisch centennial symposium. Papers from the symposium held in Oslo, Norway, March 3--5, 1995. Cambridge: Cambridge University Press. 414--432 (1998; Zbl 0984.91049) OpenURL
Bottazzi, Jean-Marc; Hens, Thorsten; Löffler, Andreas Market demand functions in the capital asset pricing model. (English) Zbl 0911.90114 J. Econ. Theory 79, No. 2, 192-206 (1998). MSC: 91B42 PDF BibTeX XML Cite \textit{J.-M. Bottazzi} et al., J. Econ. Theory 79, No. 2, 192--206 (1998; Zbl 0911.90114) Full Text: DOI OpenURL
Tan, Ronnie Seeking the profitability-risk-competitiveness frontier using a genetic algorithm. (English) Zbl 1072.91586 J. Actuar. Pract. 5, No. 1, 49-77 (1997). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Tan}, J. Actuar. Pract. 5, No. 1, 49--77 (1997; Zbl 1072.91586) OpenURL
Barnett, William A.; Liu, Yi; Jensen, Mark CAPM risk adjustment for exact aggregation over financial assets. (English) Zbl 0918.90009 Macroecon. Dyn. 1, No. 2, 485-512 (1997). MSC: 91B28 PDF BibTeX XML Cite \textit{W. A. Barnett} et al., Macroecon. Dyn. 1, No. 2, 485--512 (1997; Zbl 0918.90009) Full Text: DOI OpenURL
Kocherlakota, Narayana R. Testing the consumption CAPM with heavy-tailed pricing errors. (English) Zbl 0916.90031 Macroecon. Dyn. 1, No. 3, 551-567 (1997). MSC: 91B24 62P20 91B82 PDF BibTeX XML Cite \textit{N. R. Kocherlakota}, Macroecon. Dyn. 1, No. 3, 551--567 (1997; Zbl 0916.90031) Full Text: DOI OpenURL
Bian, Guorui; Wong, Wing-Keung An alternative approach to estimate regression coefficients. (English) Zbl 0899.62038 J. Appl. Stat. Sci. 6, No. 1, 21-44 (1997). MSC: 62F15 62F10 62C12 62J07 62P20 PDF BibTeX XML Cite \textit{G. Bian} and \textit{W.-K. Wong}, J. Appl. Stat. Sci. 6, No. 1, 21--44 (1997; Zbl 0899.62038) OpenURL