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Asymmetric signals and skewness
Zhen, Fang
- In:
Economic modelling
90
(
2020
),
pp. 32-42
Persistent link: https://www.econbiz.de/10012428025
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Risk aversion, informative noise trading, and long-lived information
Zhou, Deqing
;
Zhen, Fang
- In:
Economic modelling
97
(
2021
),
pp. 247-254
Persistent link: https://www.econbiz.de/10012793421
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3
Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
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4
Optimal deleveraging with nonlinear temporary price impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 240-247
Persistent link: https://www.econbiz.de/10010531946
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5
Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Ye, Yinyu
- In:
Operations research
62
(
2014
)
1
,
pp. 195-206
Persistent link: https://www.econbiz.de/10010338535
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6
Investor sentiment, property nature and corporate investment efficiency : based on the mediation mechanism in credit financing
Huang, Hongbin
;
Jin, Guanghui
;
Chen, Jingnan
- In:
China finance review international
6
(
2016
)
1
,
pp. 56-76
Persistent link: https://www.econbiz.de/10011722593
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7
Market or limit orders?
Mitchell, Daniel
;
Chen, Jingnan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 447-461
Persistent link: https://www.econbiz.de/10012194901
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8
An application of sparse-group lasso regularization to equity portfolio optimization and sector selection
Chen, Jingnan
;
Dai, Gengling
;
Zhang, Ning
-
2020
Persistent link: https://www.econbiz.de/10012165565
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9
Optimal portfolio deleveraging under market impact and margin restrictions
Edirisinghe, Chanaka
;
Jeong, Jaehwan
;
Chen, Jingnan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 746-759
Persistent link: https://www.econbiz.de/10012595904
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10
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
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