Finance research letters · 2019 · 42 citations · 55 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPortfolio ManagementCapital MarketsFinancial RiskInvestmentPortfolio Risk ManagementRisk-return AnalysisStock MarketsPortfolio Return ForecastingPortfolio Return PerformanceReturn-risk Trade-off Analysis
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Monte Carlo sampling methods using Markov chains and their applications
W. Keith Hastings · Biometrika · 1970 · 15.2K citations
Monte Carlo Statistical Methods
Hoon Kim, Christian P. Robert, George Casella · Technometrics · 2000 · 5.6K citations
Markov Chains for Exploring Posterior Distributions
Luke Tierney · The Annals of Statistics · 1994 · 3.5K citations · Full text
Size and Book‐to‐Market Factors in Earnings and Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1995 · 3.2K citations
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen · Journal of Financial Economics · 2005 · 2.9K citations