Narrow search
Showing 1 - 10 of 241
Cover Image
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Cover Image
Investment under event risk in China stock market : a theoretical analysis
Cai, Mingchao; Wang, Yongxiang; Wu, Weixing - In: Economic modelling 24 (2007) 4, pp. 673-682
Persistent link: https://www.econbiz.de/10003457110
Cover Image
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Cover Image
Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Cover Image
Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Cover Image
Dynamic sentiment asset pricing model
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Cover Image
Higher order expectations in sentiment asset pricing model
Yang, Chunpeng; Cai, Chuangqun - In: Economic modelling 39 (2014), pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
Cover Image
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
Cover Image
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
Cover Image
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