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~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~person:"An, Yunbi"
~person:"Chen, Shumin"
~person:"Hammoudeh, Shawkat"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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An, Yunbi
Chen, Shumin
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9
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6
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ECONIS (ZBW)
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1
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
2
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:
3
Proper fund size : a perspective from both investors and fund managers
Zhang, Linlin
;
Jiang, Jiajun
;
An, Yunbi
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 923-942
Persistent link: https://www.econbiz.de/10013367872
Saved in:
4
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
5
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
6
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:
7
The effectiveness of incorporating higher moments in portfolio strategies : evidence from the Chinese commodity futures markets
Liu, Qingfu
;
Jiang, Pan
;
An, Yunbi
;
Cheung, Keith C. K.
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 653-668
Persistent link: https://www.econbiz.de/10012194912
Saved in:
8
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
Saved in:
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