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~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Kang, Sang Hoon"
~person:"Tan, Ken Seng"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Portfolio selection
54
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54
Theorie
23
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23
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16
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16
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15
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54
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54
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Cui, Xiangyu
Kang, Sang Hoon
Tan, Ken Seng
Fabozzi, Frank J.
35
Zaremba, Adam
28
Escobar, Marcos
25
Mensi, Walid
23
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
21
Yoon, Seong-min
19
Vanduffel, Steven
18
Bouri, Elie
17
Forsyth, Peter A.
17
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17
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17
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16
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16
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16
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16
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15
Ur Rehman, Mobeen
15
Xuan Vinh Vo
15
Bernard, Carole
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Yousaf, Imran
14
Zagst, Rudi
14
Capponi, Agostino
13
Dai, Zhifeng
13
Nguyen, Duc Khuong
13
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13
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13
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Jang, Bong-Gyu
12
Kwon, Roy H.
12
Li, Danping
12
Liang, Zongxia
12
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12
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The North American journal of economics and finance : a journal of financial economics studies
8
Insurance / Mathematics & economics
4
Energy economics
3
International review of economics & finance : IREF
3
Applied economics
2
European journal of operational research : EJOR
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Asia Pacific financial markets
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
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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Operational research : an international journal
1
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1
Review of international economics
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Scandinavian actuarial journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
54
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1
Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid
;
Gubareva, Mariya
;
Kang, Sang Hoon
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
Saved in:
2
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
3
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
4
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila
;
Kolkiewicz, Adam
;
Tan, Ken Seng
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Saved in:
5
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:
6
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:
7
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:
8
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
9
Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 678-696
Persistent link: https://www.econbiz.de/10012814855
Saved in:
10
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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