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~isPartOf:"Economic modelling"
~person:"An, Yunbi"
~person:"Jiang, Cuixia"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
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An, Yunbi
Jiang, Cuixia
Yang, Chunpeng
9
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Siu, Tak Kuen
4
Yao, Haixiang
4
Zhang, Rengui
4
Jawadi, Fredj
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
Zeng, Yan
3
Arouri, Mohamed
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Bahaji, Hamza
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Bouri, Elie
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Charfeddine, Lanouar
2
Chen, Shumin
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Du, Jiangze
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Gatfaoui, Hayette
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Hammoudeh, Shawkat
2
Huang, Xiaoxia
2
Lahiani, Amine
2
Li, Jinfang
2
Ma, Guiyuan
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Maurer, Frantz
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Ormos, Mihály
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Roubaud, David
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Sha, Yezhou
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Siu, Chi Chung
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Su, Xiaoshan
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Uddin, Mohammed Gazi Salah
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Vidal, Marta
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Vidal-García, Javier
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Wen, Xiaoqian
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Xu, Qifa
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Yu, Keming
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Economic modelling
Journal of banking & finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
2
Quantitative finance
2
Applied economics
1
China finance review international
1
Global economic review
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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
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Investment management and financial innovations
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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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