|
Hommes, C.H., 31, 237, 238, 239, 244, 270, 300
Hong, H., 237 Hsieh, D.A., 99 Hudson, R., 20, 187 Isakov, D., 21 James, F.E., 14 Jensen, M.C., 14, 25 Keasey, K., 20, 187 Kendall, M.G., 11 Keynes, J.M., 3 Kho, B.C., 20 Kirman, A., 237 Knez, P., 21 Krishnan Guru, B., 23 Lakonishok, J., 18, 21, 34, 43, 96, 100, 187 Langedijk, N., 23 Leal, R.P.C., 21, 187 LeBaron, B., 18, 22, 34, 43, 96, 100, 187, 237 Lee, C.I., 19, 115 Leenders, C.T., 12, 152 Levich, R.M., 19, 34, 43, 52, 100 Levy, R.A., 14, 24, 25 Lintner, J., 13 Ljung, G., 98, 99, 148, 150, 189, 191 Lo, A.W., 7, 24, 34, 43 Lux, T., 237 MacKinlay, A.C., 34 Magee, J., 5, 8 Malkiel, B.G., 8, 9 Mamaysky, H., 7, 24, 43 Mandelbrot, B., 11 Mariano, R.S., 25, 96, 102 Markowitz, H.M., 13 |
Marquering, W., 115
Mat Nor, F., 23 Mathur, I., 19, 115 McCollough, W.A., 15 Menkhoff, L., 5, 95 Mills, T.C., 20, 187 Ming Ming, L., 23 Murphy, J.J., 5, 38, 42 Neftci, S.N., 7, 24 Nelson, D.B., 57 Newey, W., 108, 117, 153, 159, 195, 203 Osler, C.L., 7, 24 Payne, R., 23 Pesaran, M.H., 34, 115 Peters, S., 18, 59, 96 Pierce, D., 98, 99, 148, 150, 189, 191 Politis, D., 25, 103 Pring, M., 8, 42, 247 Ratner, M., 21, 187 Ready, M.J., 21, 23 Rhea, R., 4, 5, 95 Roberts, H.V., 11 Romano, J., 25, 103 Samuelson, P., 1, 34 Satterthwhaite, R.E., 49 Schabacker, R., 5 Schulmeister, S., 17 Shafer, J.R., 16, 19, 108 Sharpe, W., 13 Shiller, R.J., 266 Sosvilla-Rivero, S., 21, 187 Stein, J.C., 237 Sullivan, R., 25, 35, 43, 52, 89, 96, 100, 103, 104, 115, 187 Sweeney, R.J., 17 Taylor, M.P., 5, 95, 278 |
304