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~accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cui, Xiangyu"
~person:"Dai, Zhifeng"
~person:"Tan, Ken Seng"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Portfolio selection
Portfolio-Management
6
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5
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5
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3
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3
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3
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3
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Cui, Xiangyu
Dai, Zhifeng
Tan, Ken Seng
Young, Virginia R.
11
Kang, Sang Hoon
8
Liang, Zongxia
8
Li, Danping
7
Zeng, Yan
7
Shen, Yang
6
Guan, Guohui
5
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5
Mensi, Walid
5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
Bouri, Elie
3
Cai, Jun
3
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3
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3
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Hu, Duni
3
Kang, Jangkoo
3
Laeven, Roger J. A.
3
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3
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3
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Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
4
European journal of operational research : EJOR
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics
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Economics letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of sustainable finance & investment
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
6
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1
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
2
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
3
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
4
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
5
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
6
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
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