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~isPartOf:"Economic modelling"
~person:"Siu, Tak Kuen"
~person:"Yang, Chunpeng"
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1
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
2
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng
;
Yan, Wei
;
Zhang, Rengui
- In:
Economic modelling
35
(
2013
),
pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
Saved in:
3
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
4
Dynamic sentiment asset pricing model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
37
(
2014
),
pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Saved in:
5
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
6
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
7
Sentiment approach to underestimation and overestimation pricing model
Yang, Chunpeng
;
Zhou, Liyun
- In:
Economic modelling
51
(
2015
),
pp. 280-288
Persistent link: https://www.econbiz.de/10011476009
Saved in:
8
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
9
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
10
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
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