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Persistent link: https://www.econbiz.de/10009669691

An integrated risk-budgeting approach for multi-strategy equity portfolios

Carvalho, Raul Leote de; Lu, Xiao; Moulin, Pierre - In: The journal of asset management 15 (2014) 1, pp. 24-47

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Low-risk anomalies in global fixed income : evidence from major broad markets

Carvalho, Raul Leote de; Dugnolle, Patrick; Lu, Xiao; … - In: The journal of fixed income 23 (2014) 4, pp. 51-70

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Insights into robust optimization : decomposing into mean-variance and risk-based portfolios

Heckel, Thomas; Carvalho, Raul Leote de; Lu, Xiao; … - In: The journal of investment strategies 6 (2016) 1, pp. 1-24

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Factor investing : get your exposures right!

Soupé, François; Lu, Xiao; Carvalho, Raul Leote de - In: The journal of investment strategies 8 (2019) 2, pp. 1-36

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Diversify and purify factor premiums in equity markets

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Blockchain adoption in sustainable supply chains for Industry 5.0 : a multistakeholder perspective

Wang, Zhu-Jun; Chen, Zhen-Song; Xiao, Lu; Su, Qin; … - In: Journal of innovation & knowledge : JIK 8 (2023) 4, pp. 1-22

Industry 5.0 has introduced a novel interpretation of sustainable supply chains (SSCs) that emphasizes the importance of building a transparent and trustworthy network that can be continuously monitored and controlled through stakeholder collaboration as well as the use of advanced, intelligent...

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Blockchain mania without bitcoins : evidence from the Chinese stock market

Xiao, Lu; Xu, Xiaolin; Xue, Weili - In: Research in international business and finance 67 (2024) 2, pp. 1-21

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Information-sharing strategy and manufacturer encroachment under advertising investment in gray markets

Xiao, Lu; Zhang, Song-Ling; Chen, Jian-Xin; Chin, Kwai Sang - In: INFOR : information systems and operational research 61 (2023) 2, pp. 256-285

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Time-series forecasting of mortality rates using transformer

Wang, Jun; Wen, Lihong; Xiao, Lu; Wang, Chaojie - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 109-123

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