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~accessRights:"restricted"
~person:"Dai, Zhifeng"
~person:"Hammoudeh, Shawkat"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risk measure"
~subject:"USA"
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Portfolio selection
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Portfolio-Management
35
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18
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18
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18
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Dai, Zhifeng
Hammoudeh, Shawkat
Fabozzi, Frank J.
41
Zaremba, Adam
32
Kang, Sang Hoon
29
Escobar, Marcos
26
Mensi, Walid
23
Tiwari, Aviral Kumar
23
Yoon, Seong-min
19
Bouri, Elie
18
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18
Uppal, Raman
18
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18
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17
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17
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17
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17
Auer, Benjamin R.
16
Muhle-Karbe, Johannes
16
Nguyen, Duc Khuong
16
Ur Rehman, Mobeen
16
Wang, Ruodu
16
Kim, Woo Chang
15
Shahzad, Syed Jawad Hussain
15
Xuan Vinh Vo
15
Zagst, Rudi
15
Bernard, Carole
14
Goodell, John W.
14
Guerard, John Baynard
14
Li, Duan
14
Mitchell, Olivia S.
14
Platanakis, Emmanouil
14
Prigent, Jean-Luc
14
Yao, Haixiang
14
Capponi, Agostino
13
Cui, Xiangyu
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Yousaf, Imran
13
Campbell, John Y.
12
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Energy economics
6
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5
The North American journal of economics and finance : a journal of financial economics studies
5
Pacific-Basin finance journal
3
Emerging markets review
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Economic modelling
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International review of financial analysis
1
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ECONIS (ZBW)
35
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
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:
3
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:
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
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:
6
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:
7
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng
;
Zhu, Haoyang
- In:
Energy economics
108
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
Saved in:
8
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
9
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
10
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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