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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of investing"
~person:"Deng, Shijie"
~person:"Van Vuuren, Gary"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Deng, Shijie
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The journal of investing
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Applied optimization in global efficient portfolio construction using earning forecasts
Deng, Shijie
;
Min, Xinyu
- In:
The journal of investing
22
(
2013
)
4
,
pp. 104-114
Persistent link: https://www.econbiz.de/10010357087
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2
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Saved in:
3
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
Saved in:
4
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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