Number of items: 2.
Singapore Management University
Jin, Xing, Wang, Leping and Yu, Jun
(2007)
Temporal aggregation and riskβreturn relation.
Finance Research Letters , Volume 4
(Number 2).
pp. 104-115.
doi:10.1016/j.frl.2007.01.001
ISSN 1544-6123.
University of Singapore
Jin, Xing and Zhang, Allen X.
(2006)
Reclaiming quasi-Monte Carlo efficiency in portfolio value-at-risk simulation through Fourier transform.
Management Science, Vol.52
(No.6).
pp. 925-938.
doi:10.1287/mnsc.1060.0505
ISSN 0025-1909.
This list was generated on Thu Apr 18 05:14:15 2024 BST.