Citation: . Lee, Cheng F. et . Lloyd, William P., The capital asset pricing model expressed as a recursive system: an empirical investigation, Journal of financial and quantitative analysis , 11(2), 1976, pp. 237-249
Citation: . Lee, Cheng F. et . Jen, Frank C., Effects of measurement errors on systematic risk and performance measure of a portfolio, Journal of financial and quantitative analysis , 13(1), 1978, pp. 299-312
Citation: . Lee, Cheng F. et . Jen, Frank C., Effects of measurement errors on systematic risk and performance measure of a portfolio, Journal of financial and quantitative analysis , 13(2), 1978, pp. 299-312
Authors:
Lee, Cheng F.
Wu, Chunchi
John Wei, K. C.
Citation: . Lee, Cheng F. et al., The heterogeneous investment horizon and the capital asset pricing model: theory and implications, Journal of financial and quantitative analysis , 25(3), 1990, pp. 361-376
Citation: . Lee, Cheng F., On the relationship between the systematic risk and the investment horizon, Journal of financial and quantitative analysis , 11(5), 1976, pp. 803-815
Authors:
Fabozzi, Frank J.
Francis, Jack C.
Lee, Cheng F.
Citation: . Fabozzi, Frank J. et al., Generalized functional form for mutual fund returns, Journal of financial and quantitative analysis , 15(4), 1980, pp. 1107-1120