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Zhang, Yu - In: Finance research letters 21 (2017), pp. 21-25

Persistent link: https://www.econbiz.de/10011807275

Does ESG screening enhance or destroy stock portfolio value? : evidence from China

Wang, Zhihao; Liao, Kezhi; Zhang, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 10, pp. 2927-2941

Persistent link: https://www.econbiz.de/10013355019

Multivariate models of commodity futures markets : a dynamic copula approach

Chen, Sihong; Li, Qi; Wang, Qiaoyu; Zhang, Yu Yvette - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3037-3057

Persistent link: https://www.econbiz.de/10014329023

Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16

The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We...

Persistent link: https://www.econbiz.de/10014447642

Asset smoothing and consumption smoothing : disaster-coping strategies in noncontiguous and contiguous destitute areas

Zhou, Li; Sun, Jie; Hu, Wuyang; Zhang, Yu - In: China & world economy 31 (2023) 2, pp. 223-250

Persistent link: https://www.econbiz.de/10014245351

Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014245480

Picking funds in China

Zhang, Yu; Zhao, Mengxiang - In: Finance research letters 67 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10015061670

Optimal portfolio execution with a Markov chain approximation approach

Chen, Jingnan; Feng, Liming; Peng, Jiming; Zhang, Yu - In: IMA journal of management mathematics 34 (2023) 1, pp. 165-186

Persistent link: https://www.econbiz.de/10013541854