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~subject:"Portfolio selection"
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Portfolio selection
USA
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Volatility
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Volatilität
26
Index futures
21
Index-Futures
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Tse, Yiuman
11
Liu, Qingfu
3
Kadapakkam, Palani-Rajan
2
Das, Sougata
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Indriawan, Ivan
1
Jiang, Pan
1
Jin, Yuqian
1
Kim, Abby Y.
1
Krause, Timothy
1
Lu, Chiuling
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So, Raymond W.
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Wald, John K.
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Williams, Michael
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Zheng, Kaixin
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Review of quantitative finance and accounting
3
Applied economics
1
Asia-Pacific journal of financial studies
1
International review of economics & finance : IREF
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
11
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1
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
Saved in:
2
Is carry-trade a viable alternative asset class?
Das, Sougata
;
Kadapakkam, Palani-Rajan
;
Tse, Yiuman
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 247-257
Persistent link: https://www.econbiz.de/10009726367
Saved in:
3
Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling
;
Tse, Yiuman
;
Williams, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
Saved in:
4
Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets
Tse, Yiuman
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10011436801
Saved in:
5
Momentum strategies with stock index exchange-traded funds
Tse, Yiuman
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
Saved in:
6
International asset allocation with regime switching : evidence from the ETFs
Jiang, Pan
;
Liu, Qingfu
;
Tse, Yiuman
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
5
,
pp. 661-687
Persistent link: https://www.econbiz.de/10011470997
Saved in:
7
A note on international portfolio diversification with short selling
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
16
(
2001
)
4
,
pp. 331-321
Persistent link: https://www.econbiz.de/10001748058
Saved in:
8
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
9
Time series momentum and volatility scaling
Kim, Abby Y.
;
Tse, Yiuman
;
Wald, John K.
- In:
Journal of financial markets
30
(
2016
),
pp. 103-124
Persistent link: https://www.econbiz.de/10011722256
Saved in:
10
Including commodity futures in asset allocation in China
Liu, Qingfu
;
Tse, Yiuman
;
Zhang, Linlin
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1487-1499
Persistent link: https://www.econbiz.de/10011913170
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