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~person:"Dai, Zhifeng"
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Search: subject_exact:"Portfoliomanagement"
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14
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8
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Dai, Zhifeng
Fabozzi, Frank J.
250
Maurer, Raimond
124
Mitchell, Olivia S.
114
Guidolin, Massimo
94
Platen, Eckhard
92
Satchell, Stephen
80
Campbell, John Y.
79
Lo, Andrew W.
73
McAleer, Michael
73
Gollier, Christian
70
Ang, Andrew
69
Hens, Thorsten
68
Kraft, Holger
64
Uppal, Raman
63
Bodie, Zvi
59
Korn, Ralf
57
Schenk-Hoppé, Klaus Reiner
56
Viceira, Luis M.
54
Wong, Wing Keung
54
Blake, David
53
Markowitz, Harry
53
Zaremba, Adam
53
Stambaugh, Robert F.
51
Levy, Haim
50
Weber, Martin
49
Wermers, Russ
49
Li, Duan
48
Post, Thierry
48
Elton, Edwin J.
47
Lee, Cheng F.
47
Prigent, Jean-Luc
47
Scherer, Bernd
46
Zhou, Guofu
46
Kane, Alex
45
Kelly, Bryan T.
45
Pedersen, Lasse Heje
45
Račev, Svetlozar T.
45
Zagst, Rudi
45
Evstigneev, Igor V.
44
Lucas, André
44
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Energy economics
5
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Finance research letters
1
International review of financial analysis
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
6
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:
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
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:
9
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
10
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Saved in:
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