Narrow search
Showing 1 - 8 of 8
Cover Image
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali (contributor); Sun, Yeneng (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717074
Cover Image
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali (contributor); Sun, Yeneng (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717078
Cover Image
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali; Sun, Yeneng - In: Economic theory : official journal of the Society for … 22 (2003) 3, pp. 495-528
Persistent link: https://www.econbiz.de/10001787797
Cover Image
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali; Sun, Yeneng - In: Journal of economic theory 110 (2003) 2, pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
Cover Image
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Cover Image
Environmental, social, and governance premium in Chinese stock markets
Ni, Yinan; Sun, Yanfei - In: Global finance journal 55 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014248637
Cover Image
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng; Xu, Wen - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
Cover Image
The reduced-rank beta in linear stochastic discount factor models
Sun, Yang; Zhang, Xuan; Zhang, Zhekai - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472971