Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?

By Clerc N.  

European Finance Review, Vol. 4, Iss. 2, 2000-01 ,pp. : 97-127

Springer Publishing Company

Access to resources Recommend Favorite

Optimal Portfolio Choice under Heterogeneous Beliefs

By Ziegler A.  

European Finance Review, Vol. 4, Iss. 1, 2000-01 ,pp. : 1-19

Springer Publishing Company

Access to resources Recommend Favorite

Capital market equilibrium with heterogeneous investors

By Shalit Haim   Yitzhaki Shlomo  

Quantitative Finance, Vol. 9, Iss. 6, 2009-09 ,pp. : 757-766

Routledge Ltd

Access to resources Recommend Favorite

Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets

By Stotz Olaf  

Finanzmarkt und Portfolio Management, Vol. 24, Iss. 3, 2010-09 ,pp. : 219-243

Springer Publishing Company

Access to resources Recommend Favorite

How well do risk measurement models estimate VaR during good and bad times? Evidence from the Korean stock market

By Dockery Everton   Efentakis Miltiadis  

International Journal of Financial Markets and Derivatives, Vol. 3, Iss. 2, 2013-10 ,pp. : 114-136

Inderscience Publishers

Access to resources Recommend Favorite