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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
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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
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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
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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
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International diversification benefits : an investigation from the perspective of Chine investors
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: China finance review international 3 (2013) 3, pp. 225-249
Persistent link: https://www.econbiz.de/10009777659
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Portfolio selection with a systematic skewness constraint
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: The North American journal of economics and finance : a … 37 (2016), pp. 393-405
Persistent link: https://www.econbiz.de/10011672985
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Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Jiang, Chonghui; Du, Jiangze; An, Yunbi - In: Economic modelling 80 (2019), pp. 260-274
Persistent link: https://www.econbiz.de/10012200533
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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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The impact of land policy on the relation between housing and land prices : evidence from China
Du, Hongyan; Ma, Yongkai; An, Yunbi - In: The quarterly review of economics and finance : journal … 51 (2011) 1, pp. 19-27
Persistent link: https://www.econbiz.de/10009261723
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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
This paper investigates the impact of background risk on an investor's portfolio choice in a mean-variance framework, and analyzes the properties of efficient portfolios as well as the investor's hedging behaviour in the presence of background risk. Our model implies that the efficient portfolio...
Persistent link: https://www.econbiz.de/10008864591