-
1
-
-
0010769273
-
Application of Fama-French model to utility stocks
-
Bower, R. and Schink, G. (1994), “Application of Fama-French model to utility stocks”, Financial Markets, Institutions and Instruments, Vol. 3 No. 1, pp. 74-96.
-
(1994)
Financial Markets, Institutions and Instruments
, vol.3
, Issue.1
, pp. 74-96
-
-
Bower, R.1
Schink, G.2
-
2
-
-
0002825487
-
Arbitrage pricing theory and utility stock returns
-
Bower, D., Bower, R. and Logue, D. (1984), “Arbitrage pricing theory and utility stock returns”, Journal of Finance, Vol. 39 No. 3, pp. 1041-54.
-
(1984)
Journal of Finance
, vol.39
, Issue.3
, pp. 1041-1054
-
-
Bower, D.1
Bower, R.2
Logue, D.3
-
3
-
-
38249011562
-
Solving fuzzy equations in economics and finance
-
Buckley, J. (1992), “Solving fuzzy equations in economics and finance”, Fuzzy Sets and Systems, Vol. 48 No. 2, pp. 289-96.
-
(1992)
Fuzzy Sets and Systems
, vol.48
, Issue.2
, pp. 289-296
-
-
Buckley, J.1
-
5
-
-
0000564865
-
Prediction intervals for time-series forecasting
-
Armstrong, J.S. (Ed.), -Kluwer Academic, Boston, MA
-
Chatfield, C. (2001), “Prediction intervals for time-series forecasting”, in Armstrong, J.S. (Ed.), Principles of Forecasting: Handbook for Researchers and Practitioners, Kluwer Academic, Boston, MA, pp. 475-94.
-
(2001)
Principles of Forecasting: Handbook for Researchers and Practitioners
, pp. 475-494
-
-
Chatfield, C.1
-
6
-
-
84944835230
-
Some empirical tests of the theory of arbitrage pricing
-
Chen, N. (1983), “Some empirical tests of the theory of arbitrage pricing”, Journal of Finance, Vol. 38 No. 4, pp. 1393-414.
-
(1983)
Journal of Finance
, vol.38
, Issue.4
, pp. 1393-1414
-
-
Chen, N.1
-
7
-
-
0000496978
-
Economic forces and the stock market
-
Chen, N-F., Roll, R. and Ross, S. (1986), “Economic forces and the stock market”, Journal of Business, Vol. 59, pp. 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.-F.1
Roll, R.2
Ross, S.3
-
8
-
-
0042745956
-
Evaluating interval forecasts
-
Christoffersen, P.F. (1998), “Evaluating interval forecasts”, International Economic Review, Vol. 39 No. 4, pp. 841-62.
-
(1998)
International Economic Review
, vol.39
, Issue.4
, pp. 841-862
-
-
Christoffersen, P.F.1
-
9
-
-
0042156974
-
Evaluating interval forecasts of high-frequency financial data
-
Clements, M.P. and Taylor, N. (2003), “Evaluating interval forecasts of high-frequency financial data”, Journal of Applied Econometrics, Vol. 18 No. 4, pp. 445-56.
-
(2003)
Journal of Applied Econometrics
, vol.18
, Issue.4
, pp. 445-456
-
-
Clements, M.P.1
Taylor, N.2
-
10
-
-
0002500846
-
Cost of capital using arbitrage pricing theory: a case study of nine New York utilities
-
Elton, E., Gruber, M. and Mei, J. (1994), “Cost of capital using arbitrage pricing theory: a case study of nine New York utilities”, Financial Markets, Institutions and Instruments, Vol. 3 No. 1, pp. 46-73.
-
(1994)
Financial Markets, Institutions and Instruments
, vol.3
, Issue.1
, pp. 46-73
-
-
Elton, E.1
Gruber, M.2
Mei, J.3
-
11
-
-
33749009107
-
Stock returns, real activity, inflation, and money
-
Fama, E. (1981), “Stock returns, real activity, inflation, and money”, The American Economic Review, Vol. 71 No. 4, pp. 545-65.
-
(1981)
The American Economic Review
, vol.71
, Issue.4
, pp. 545-565
-
-
Fama, E.1
-
12
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, E. and French, K. (1993), “Common risk factors in the returns on stocks and bonds”, Journal of Financial Economics, Vol. 33 No. 1, pp. 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, Issue.1
, pp. 3-56
-
-
Fama, E.1
French, K.2
-
13
-
-
84993845943
-
Size and book-to-market factors in earnings and returns
-
Fama, E. and French, K. (1995), “Size and book-to-market factors in earnings and returns”, Journal of Finance, Vol. 50 No. 1, pp. 131-55.
-
(1995)
Journal of Finance
, vol.50
, Issue.1
, pp. 131-155
-
-
Fama, E.1
French, K.2
-
14
-
-
0031066567
-
Industry costs of equity
-
Fama, E. and French, K. (1997), “Industry costs of equity”, Journal of Financial Economics, Vol. 43, pp. 153-93.
-
(1997)
Journal of Financial Economics
, vol.43
, pp. 153-193
-
-
Fama, E.1
French, K.2
-
15
-
-
0012735282
-
A simple method of computing prediction intervals for time series forecasts
-
Gardner, E.S. (1988), “A simple method of computing prediction intervals for time series forecasts”, Management Science, Vol. 34, pp. 541-6.
-
(1988)
Management Science
, vol.34
, pp. 541-546
-
-
Gardner, E.S.1
-
16
-
-
84986505757
-
The arbitrage pricing theory and cost-of-capital estimation: the case of electric utilities
-
Goldenberg, D. and Robin, A. (1991), “The arbitrage pricing theory and cost-of-capital estimation: the case of electric utilities”, Journal of Financial Research, Vol. 14 No. 2, pp. 181-96.
-
(1991)
Journal of Financial Research
, vol.14
, Issue.2
, pp. 181-196
-
-
Goldenberg, D.1
Robin, A.2
-
17
-
-
0039197827
-
Can we improve the perceived quality of economic forecasts?
-
Granger, C.W.J. (1996), “Can we improve the perceived quality of economic forecasts?”, Journal of Applied Econometrics, Vol. 11, pp. 455-73.
-
(1996)
Journal of Applied Econometrics
, vol.11
, pp. 455-473
-
-
Granger, C.W.J.1
-
18
-
-
85015689042
-
-
working paper, Universita di Urbino, Urbi
-
Guerra, M., Sorini, L. and Stefanini, L. (2007), “Interval LU-fuzzy arithmetic in the Black and Scholes option pricing”, working paper, Universita di Urbino, Urbino.
-
(2007)
Interval LU-fuzzy arithmetic in the Black and Scholes option pricing
-
-
Guerra, M.1
Sorini, L.2
Stefanini, L.3
-
19
-
-
0036003790
-
Excess returns of industrial stocks and the real estate factor
-
He, L. (2002), “Excess returns of industrial stocks and the real estate factor”, Southern Economic Journal, Vol. 68 No. 3, pp. 632-45.
-
(2002)
Southern Economic Journal
, vol.68
, Issue.3
, pp. 632-645
-
-
He, L.1
-
20
-
-
24044471637
-
Instability and predictability of factor betas of industrial stocks: the flexible least squares solutions
-
He, L. (2005), “Instability and predictability of factor betas of industrial stocks: the flexible least squares solutions”, The Quarterly Review of Economics and Finance, Vol. 45, pp. 619-40.
-
(2005)
The Quarterly Review of Economics and Finance
, vol.45
, pp. 619-640
-
-
He, L.1
-
21
-
-
85015674065
-
An application of interval computing for stock market forecasting
-
forthcoming
-
Hu, C. and He, L. (2007), “An application of interval computing for stock market forecasting”, Journal of Reliable Computing, forthcoming.
-
(2007)
Journal of Reliable Computing
-
-
Hu, C.1
He, L.2
-
22
-
-
33645125808
-
-
Ibbotson Associates (part of Morningstar), Chicago, IL
-
Ibbotson Associates (2005), Stock, Bonds, Bills, and Inflation 2005 Yearbook, Ibbotson Associates (part of Morningstar), Chicago, IL.
-
(2005)
Stock, Bonds, Bills, and Inflation 2005 Yearbook
-
-
Ibbotson Associates, I.A.1
-
23
-
-
38249029812
-
The flexible least squares approach to time-varying linear regression
-
Kalaba, R. and Tesfatsion, L. (1988), “The flexible least squares approach to time-varying linear regression”, Journal of Economic Dynamics and Control, Vol. 12 No. 1, pp. 43-8.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, Issue.1
, pp. 43-48
-
-
Kalaba, R.1
Tesfatsion, L.2
-
24
-
-
0024861578
-
Time-varying linear regression via flexible least squares
-
Kalaba, R. and Tesfatsion, L. (1989), “Time-varying linear regression via flexible least squares”, Computers and Mathematics with Applications, Vol. 17, pp. 1215-45.
-
(1989)
Computers and Mathematics with Applications
, vol.17
, pp. 1215-1245
-
-
Kalaba, R.1
Tesfatsion, L.2
-
25
-
-
0025488798
-
Flexible least squares for approximately linear systems
-
Kalaba, R. and Tesfatsion, L. (1990), “Flexible least squares for approximately linear systems”, IEEE Transactions on Systems, Man, and Cybernetics SMC, Vol. 20, pp. 978-89.
-
(1990)
IEEE Transactions on Systems, Man, and Cybernetics SMC
, vol.20
, pp. 978-989
-
-
Kalaba, R.1
Tesfatsion, L.2
-
26
-
-
0000848285
-
Fuzzy capital budgeting
-
Kuchta, D. (2000), “Fuzzy capital budgeting”, Fuzzy Sets and Systems, Vol. 111 No. 3, pp. 367-85.
-
(2000)
Fuzzy Sets and Systems
, vol.111
, Issue.3
, pp. 367-385
-
-
Kuchta, D.1
-
27
-
-
0004293209
-
-
Prentice-Hall, Englewood Cliffs, NJ
-
Moore, R.E. (1966), Interval Analysis, Prentice-Hall, Englewood Cliffs, NJ.
-
(1966)
Interval Analysis
-
-
Moore, R.E.1
-
28
-
-
0003717416
-
-
SIAM Studies in Applied Mathematics, SIAM, Philadelphia, PA
-
Moore, R.E. (1979), Methods and Applications of Interval Analysis, SIAM Studies in Applied Mathematics, SIAM, Philadelphia, PA.
-
(1979)
Methods and Applications of Interval Analysis
-
-
Moore, R.E.1
-
30
-
-
84977397160
-
An empirical investigation of the Arbitrage pricing theory
-
Roll, R. and Ross, S. (1980), “An empirical investigation of the Arbitrage pricing theory”, Journal of Finance, Vol. 35 No. 3, pp. 1073-103.
-
(1980)
Journal of Finance
, vol.35
, Issue.3
, pp. 1073-1103
-
-
Roll, R.1
Ross, S.2
-
31
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross, S. (1976), “The arbitrage theory of capital asset pricing”, Journal of Economic Theory, Vol. 13, pp. 341-60.
-
(1976)
Journal of Economic Theory
, vol.13
, pp. 341-360
-
-
Ross, S.1
-
32
-
-
1242332518
-
Fuzzy interval methods in investment risk appraisal
-
Serguieva, A. and Hunter, J. (2004), “Fuzzy interval methods in investment risk appraisal”, Fuzzy Sets and Systems, Vol. 142 No. 3, pp. 443-66.
-
(2004)
Fuzzy Sets and Systems
, vol.142
, Issue.3
, pp. 443-466
-
-
Serguieva, A.1
Hunter, J.2
-
33
-
-
33846846352
-
Fuzzy portfolio optimization under downside risk measures
-
Vercher, E., Bermudes, J. and Segura, J. (2007), “Fuzzy portfolio optimization under downside risk measures”, Fuzzy Sets and Systems, Vol. 158 No. 7, pp. 769-82.
-
(2007)
Fuzzy Sets and Systems
, vol.158
, Issue.7
, pp. 769-782
-
-
Vercher, E.1
Bermudes, J.2
Segura, J.3
|