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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~person:"An, Yunbi"
~person:"Bouri, Elie"
~person:"Hammoudeh, Shawkat"
~person:"Sha, Yezhou"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Kapitaleinkommen
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An, Yunbi
Bouri, Elie
Hammoudeh, Shawkat
Sha, Yezhou
Goodell, John W.
12
Zaremba, Adam
12
Naeem, Muhammad Abubakr
8
Yang, Chunpeng
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Economic modelling
Finance research letters
The North American journal of economics and finance : a journal of financial economics studies
11
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6
International review of economics & finance : IREF
5
International review of financial analysis
5
Econometric Institute research papers
4
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4
Pacific-Basin finance journal
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Financial modeling and risk management of energy and environmental instruments and derivates
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ECONIS (ZBW)
18
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1
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
2
The profitability of technical trading rules in the Bitcoin market
Gerritsen, Dirk F.
;
Bouri, Elie
;
Ramezanifar, Ehsan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436962
Saved in:
3
Household investment diversification amid Covid-19 pandemic : evidence from Chinese investors
Sha, Yezhou
;
Zhang, Yong
;
Lu, Xiaomeng
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013455529
Saved in:
4
Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
Economic modelling
107
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
Saved in:
5
The devil in the style : mutual fund style drift, performance and common risk factors
Sha, Yezhou
- In:
Economic modelling
86
(
2020
),
pp. 264-273
Persistent link: https://www.econbiz.de/10012415770
Saved in:
6
Cryptocurrencies and the downside risk in equity investments
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
Finance research letters
33
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012430937
Saved in:
7
Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Roubaud, David
; …
- In:
Economic modelling
87
(
2020
),
pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
Saved in:
8
Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
- In:
Economic modelling
80
(
2019
),
pp. 260-274
Persistent link: https://www.econbiz.de/10012200533
Saved in:
9
Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou
;
Gao, Ran
- In:
Economic modelling
83
(
2019
),
pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
Saved in:
10
Can energy commodity futures add to the value of carbon assets?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
Economic modelling
62
(
2017
),
pp. 194-206
Persistent link: https://www.econbiz.de/10011813408
Saved in:
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