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Optimal trend following trading rules

Dai, Min; Yang, Zhou; Zhang, Qing; Zhu, Qiji Jim - In: Mathematics of operations research 41 (2016) 2, pp. 626-642

Persistent link: https://www.econbiz.de/10011520506

Perspective on the trend of soybean production and trade in China

Zhang, Qing; Liu, Lifeng - In: Proceedings of selected articles of 2013 World …, (pp. 19-28). 2014

Persistent link: https://www.econbiz.de/10010416711

A threshold type policy for trading a mean-reverting asset with fixed transaction costs

Luu, Phong; Tie, Jingzhi; Zhang, Qing - In: Risks : open access journal 6 (2018) 4, pp. 1-15

A mean-reverting model is often used to capture asset price movements fluctuating around its equilibrium. A common strategy trading such mean-reverting asset is to buy low and sell high. However, determining these key levels in practice is extremely challenging. In this paper, we study the...

Persistent link: https://www.econbiz.de/10011906215

Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah

Yin, George (ed.); Zhang, Qing (contributor) - 2004

Persistent link: https://www.econbiz.de/10001971366

Liquidation of a large block of stock with regime switching

Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648

Persistent link: https://www.econbiz.de/10003769023

Optimal inventory control for empty containers in a port with random demands and repositioning delays

Song, Dong-ping; Zhang, Qing - In: International handbook of maritime economics, (pp. 301-321). 2011

Persistent link: https://www.econbiz.de/10009125672

Stochastic algorithms and numerics for mean-reverting asset trading

Zhang, Qing; Zhuang, C.; Yin, George - In: Stochastic analysis, stochastic systems, and …, (pp. 245-261). 2011

Persistent link: https://www.econbiz.de/10009271643

The impact of regional environmental regulations on digital transformation of energy companies : the moderating role of the top management team

Yu, Feifei; Zhang, Qing; Jiang, Dong - In: Managerial and decision economics : MDE ; the … 44 (2023) 6, pp. 3152-3165

Persistent link: https://www.econbiz.de/10014340870

The impact of low-ability peers on cognitive and noncognitive outcomes : random assignment evidence on the effects and operating channels

Xu, Di; Zhang, Qing; Zhou, Xuehan - In: Journal of human resources : JHR 57 (2022) 2, pp. 555-596

Persistent link: https://www.econbiz.de/10013433275

Implications of warm-glow effect and risk aversion in reward-based crowdfunding

Xu, Lei; Li, Dahui; Chiu, Chun-Hung; Zhang, Qing; Gao, … - In: Transportation research / E : an international journal 160 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013209999