Similar Search Results

International Diversification Benefits : An Investigation from the Perspective of Chinese Investors

Jiang, Chonghui - 2010

This paper investigates the potential benefits of international diversification with short-selling constraints from the perspective of Chinese investors. Based on a stream of time-rolling realized portfolios, we show that Chinese investors can gain substantially in terms of portfolio risk...

Persistent link: https://www.econbiz.de/10013145384

Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors

Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013367483

Investor sentiment and stock price crash risk : evidence from China

Fan, Yunqi; Zhou, Fangzhao; An, Yunbi; Yang, Jun - In: Global economic review 50 (2021) 4, pp. 310-339

Persistent link: https://www.econbiz.de/10012694159

Star analysts, overreaction, and synchronicity : evidence from China and the United States

Zhou, Mingshan; Lin, Jing; An, Yunbi - In: Financial management 46 (2017) 3, pp. 797-832

Persistent link: https://www.econbiz.de/10011751781

Proper fund size : a perspective from both investors and fund managers

Zhang, Linlin; Jiang, Jiajun; An, Yunbi - In: Quantitative finance 22 (2022) 5, pp. 923-942

Persistent link: https://www.econbiz.de/10013367872

Pricing of principal-protected funds in China : are the guarantee fees too high?

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Investment management and financial innovations 6 (2009) 2, pp. 77-82

Persistent link: https://www.econbiz.de/10003918596

An analysis of portfolio selection with background risk

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of banking & finance 34 (2010) 12, pp. 3055-3060

Persistent link: https://www.econbiz.de/10008901300

The effectiveness of the VaR-based portfolio insurance strategy: an empirical analysis

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: International review of financial analysis 18 (2009) 4, pp. 185-197

Persistent link: https://www.econbiz.de/10003921095

The mean-variance model revisited with a cash account

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of mathematical finance 2 (2012) 1, pp. 43-53

Persistent link: https://www.econbiz.de/10009668281

International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of banking & finance 37 (2013) 2, pp. 648-659

Persistent link: https://www.econbiz.de/10009705608