Books by Cheng F. Lee
Handbook of Investment Analysi
Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives
Intermediate Futures and Optio
Intermediate Futures and Options
Corporate Finance and Strategy
Financial analysis, planning &
Financial analysis, planning & forecasting
Encyclopedia of finance
Advances in investment analysis and portfolio management
Advances in financial planning and forecasting
Advances in Quantitative Analy
Advances in Quantitative Analysis of Finance and Accounting, Part A (Advances in Quantitative Analysis of Finance and Accounting)
Advances in Quantitative Analy
Advances in Quantitative Analysis of Finance and Accounting, Part B (Advances in Quantitative Analysis of Finance and Accounting)
Advances in Quantitative Analysis of Finance and Accounting, 1991, Part B (Advances in Quantitative Analysis of Finance & Accounting)
Advances in Quantitative Analysis of Finance and Accounting, Part A
Corporate Finance Theory, Meth
Corporate Finance Theory, Method and Application
The APT versus the multi-facto
The APT versus the multi-factor CAPM
Capital market equilibrium under market imperfections and incompleteness
A further empirical investigation of the dividends adjustment process
Expectation formation and the financial ratio adjustment process
Value line investment survey rank changes and beta coefficients
A simultaneous test of the intertemporal capital asset pricing model, the arbitrage pricing theory, and the index model
Advances in Financial Planning and Forecasting (Advances in Financial Planning & Forecasting)
Financial analysis and planning
Interactions of dividends and investment
Some empirical issues for estimating stock index futures hedge ratios
The stability of return, risk and the cost of capital for the electric utility industry
Trans-log functional form for the capital asset pricing model
Empirical evidence of some aspects on temporal aggregation problem in estimatin beta coefficients
Fama's hypotheses of the relationship between inflation and nominal interest rates
Multi-factor, multi-indicator approach to asset pricing
Risk-return tradeoff, income measurement and capital asset pricing for life insurers
A generalized linear combination approach to investigate the relationship between APT and CAPM
Alternative approaches to the effect of unfunded pension liabilities on share prices
An analytical and empirical comparison of alternative cost of equity capital estimation methods
Alternative errors-in-variables beta estimates and their implications to capital asset pricing determination
An integration of random coefficient and errors-in-variables models for beta estimates
Conditional vs. unconditional efficiency in beta forecasting : methods and evidence
Current vs. permanent dividend payments behavioral model
Inflation and capital asset pricing determination
The impacts of skewness and kurtosis on the risk estimation and determination
The structure of international interest rates under different exchange rate regimes
An evaluation of the distributional and causal relationships between the stock and commodity futures market indices
Financial Analysis and Plannin
Financial Analysis and Planning: A Linear Programming and Simultaneous Equation Approach
Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier
Impacts of rate-base methods on firm operating elasticity and capital structure
Investment horizon, risk, and return in commodity futures markets
Measuring and interpreting current permanent and transitory earnings and dividends
Three alternative errors-in-variable estimation methods
Allocations of permanent and transitory earnings between retained earnings and dividend payments
Further evidence on the beta stability and tendency
Income measures, ownership, capacity ratios and the dividend decision of the non-life insurance industry
On the measurement errors and ranking of composite performance measures
Random coefficient, measurement errors, and the capital asset pricing model
Specification error, random coefficient and the risk-return relationship
Specification error, random coefficient and the risk-return relationship test in capital asset pricing
Specification errors, residual analysis and capital asset pricing
A re-examination of the effectiveness of dividend policy
Dividend policy, dividend yield and equity value for the commercial banking industry
Mutual fund rates of return generating process
Sampling properties of composite performance measures and their implications
A Bayesian approach to estimate the time varying security beta
Dividend policies of non-life insurance companies
Investment horizon, risk proxies and mutual fund performance
Some effects of utility regulation on firm operating elasticity and capital structure
The single vs. simultaneous equation model in capital asset pricing
A random coefficient model for reexamining risk decomposition method and risk-return relationship test
Alternative switching regression techniques for detecting structural changes
Effects of measurement errors on systematic risk and performance measure of a portfolio
Market information vs. accounting information in capital asset pricing
Real vs. nominal rates of return matrices in portfolio management
Some effects of utility regulation on firm operating and financial strategies
Time aggregation, coefficient of determination and systematic risk of the market model
Investigating the structure of international interest rates with simultaneous equation models
Multivariate regression approach to re-examine the dividend effect of the electric utility industry
Readings in investments
Readings in investments