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~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Dai, Zhifeng"
~person:"Yao, Haixiang"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Cui, Xiangyu
Dai, Zhifeng
Yao, Haixiang
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
17
Wang, Ruodu
16
Forsyth, Peter A.
14
Uppal, Raman
14
Wong, Wing Keung
14
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13
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12
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12
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12
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11
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11
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11
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11
Soner, Halil Mete
11
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11
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10
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10
Chen, Zhiping
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
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10
Bouri, Elie
9
Dai, Min
9
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9
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9
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9
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9
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9
Ledoit, Olivier
9
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9
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9
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9
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3
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2
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2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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1
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1
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1
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1
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1
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
2
ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets
Dai, Zhifeng
;
Hu, Juan
;
Liu, Xinheng
;
Yang, Mi
- In:
Energy economics
134
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015047084
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
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:
5
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
6
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
7
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
8
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
9
Some new efficient mean-variance portfolio selection models
Dai, Zhifeng
;
Kang, Jie
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4784-4796
Persistent link: https://www.econbiz.de/10013461378
Saved in:
10
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
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