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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
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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
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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
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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