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2 research outputs found
Using a Z-score Approach to Combine Value andMomentum in Tactical Asset Allocation
Author
Asness C.S.
Larry Kochard
+4Â more
Lee W.
Peng Wang
Rittereiser C.M.
Wang P.
Publication venue
'Pageant Media US'
Publication date
Field of study
No full text
Crossref
Accounting for Biases in Black-Scholes
Author
Allan Malz
Angelo Melino
+39Â more
Bruce Hansen
David Bates
David Bates
David Hsieh
David K. Backus
Dilip Madan
Feike Drost
Feike Drost
Fischer Black
Fischer Black
Francis Diebold
Francis Longstaff
Gurdip Bakshi
Gurdip Bakshi
James Bodurtha
John Knight
John Kolassa
Jose Campa
Jose Campa
Jose Campa
Joshua Rosenberg
Larry Kochard
Liuren Wu
Mark Garman
Mark Rubinstein
Menachem Brenner
Norman Johnson
Peter Abken
Philippe Jorion
Richard Baillie
Robert Jarrow
Robert Merton
Sangjoon Kim
Sanjiv Das
Silverio Foresi
Stephen Taylor
Vedat Akgiray
Yacine Ait-Sahalia
Yingzi Zhu
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref