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~accessRights:"restricted"
~person:"Dai, Zhifeng"
~person:"Wong, Hoi Ying"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Portfolio selection
26
Portfolio-Management
26
Theorie
18
Theory
18
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
8
Share price
8
Aktienmarkt
7
Capital income
7
Kapitaleinkommen
7
Stock market
7
Volatility
7
Volatilität
7
Asset allocation
6
Stochastic process
5
Stochastischer Prozess
5
Estimation
4
Schätzung
4
Time-inconsistency
4
CAPM
3
Hedging
3
Mathematical programming
3
Mathematische Optimierung
3
Oil price
3
Out-of-sample forecast
3
Stock return predictability
3
asset allocation
3
Ölpreis
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Analysis of variance
2
China
2
Chinese stock markets
2
Cointegration
2
Economic constraints
2
Experiment
2
Forecast
2
Hedge ratios
2
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Article
26
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Article in journal
Aufsatz in Zeitschrift
Conference paper
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English
26
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Dai, Zhifeng
Wong, Hoi Ying
Fabozzi, Frank J.
35
Kang, Sang Hoon
29
Zaremba, Adam
28
Escobar, Marcos
25
Mensi, Walid
23
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
21
Yoon, Seong-min
19
Bouri, Elie
18
Vanduffel, Steven
18
Auer, Benjamin R.
17
Forsyth, Peter A.
17
Wong, Wing Keung
17
Young, Virginia R.
17
Chen, An
16
Satchell, Stephen
16
Wang, Ruodu
16
Goodell, John W.
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
Cui, Xiangyu
13
Nguyen, Duc Khuong
13
Yang, Jinqiang
13
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Jang, Bong-Gyu
12
Kwon, Roy H.
12
Li, Danping
12
Liang, Zongxia
12
Lu, Xiaomeng
12
Tan, Ken Seng
12
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Energy economics
4
Finance research letters
3
IMA journal of management mathematics
2
International journal of finance & economics : IJFE
2
Quantitative finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of forecasting
1
Mathematics and financial economics
1
Mathematics of operations research
1
Operations research letters
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
26
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26
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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
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
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
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:
9
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
10
Optimal retirement under partial information
Chen, Kexin
;
Jeon, Junkee
;
Wong, Hoi Ying
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
Saved in:
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