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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
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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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The importance of hedging currency risk : evidence from CNY and CNH
Du, Jiangze; Wang, Jying-Nan; Hsu, Yuan-Teng; Lai, Kin Keung - In: Economic modelling 75 (2018), pp. 81-92
Persistent link: https://www.econbiz.de/10012101393
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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