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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~person:"Jiang, Cuixia"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
Portfolio selection
3
Theorie
3
Theory
3
Regression analysis
2
Regressionsanalyse
2
Risikomaß
2
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CAViaR
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generalized omega ratio
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Jiang, Cuixia
Yang, Chunpeng
12
Fabozzi, Frank J.
7
Hammoudeh, Shawkat
6
Yoon, Seong-min
6
Jawadi, Fredj
5
Nguyen, Duc Khuong
5
Prigent, Jean-Luc
5
Zaremba, Adam
5
Zhang, Rengui
5
Grobys, Klaus
4
Hernandez, Jose Arreola
4
Li, Jinfang
4
Siu, Tak Kuen
4
Yao, Haixiang
4
Arouri, Mohamed
3
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Bouri, Elie
3
Kang, Sang Hoon
3
Kim, Saejoon
3
Mensi, Walid
3
Nawrocki, David N.
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wang, Yi-Hsien
3
Wu, Chongfeng
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Wu, Huiling
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Xu, Qifa
3
Yang, Jun
3
Zeng, Yan
3
Abid, Ilyes
2
Aloui, Chaker
2
An, Yunbi
2
Bahaji, Hamza
2
Blazsek, Szabolcs
2
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Applied economics
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
2
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
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1
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
2
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
3
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
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