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~isPartOf:"Economic modelling"
~person:"Bahaji, Hamza"
~person:"Jiang, Cuixia"
~subject:"CVaR-based portfolio"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CVaR-based portfolio
Kapitaleinkommen
Portfolio-Management
Portfolio selection
4
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2
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Bahaji, Hamza
Jiang, Cuixia
Yang, Chunpeng
9
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Siu, Tak Kuen
4
Yao, Haixiang
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Zhang, Rengui
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Sheng, Jiliang
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Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Economic Modelling
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Open economies review
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ECONIS (ZBW)
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1
How rational could VIX investing be?
Bahaji, Hamza
;
Aberkane, Salah
- In:
Economic modelling
58
(
2016
),
pp. 556-568
Persistent link: https://www.econbiz.de/10011647532
Saved in:
2
Equity portfolio insurance against a benchmark : setting, replication and optimality
Bahaji, Hamza
- In:
Economic modelling
40
(
2014
),
pp. 382-391
Persistent link: https://www.econbiz.de/10010425588
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:
4
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:
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