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Portfolio selection of bonds with interest rate swaps : a mean-variance approach

Fang, Zhenmin - 1990

Persistent link: https://www.econbiz.de/10000838215

The impact of the lengths of estimation periods and hedging horizons on the Hang Seng index futures contract

Fang, Zhenmin - In: Advances in Pacific Basin financial markets 2 (1996), pp. 51-61

Persistent link: https://www.econbiz.de/10001208747

No gains from dual listing in the Shanghai stock exchange

Fang, Zhenmin - In: Advances in Pacific Basin financial markets 3 (1997), pp. 91-100

Persistent link: https://www.econbiz.de/10001243749

Two-factor model for bond selection

Fang, Zhenmin - In: Economics letters 37 (1991) 4, pp. 417-421

Persistent link: https://www.econbiz.de/10001120369

Effects of differences of opinions and short-sale constraints on the dual listed Chinese shares

Fang, Zhenmin; Jiang, Xin - In: China finance review international 3 (2013) 1, pp. 61-89

Persistent link: https://www.econbiz.de/10009777679

Two-factor model for bond selection

Fang, Zhenmin; Woo, Chi-Keung - In: Economics Letters 37 (1991) 4, pp. 417-421

Persistent link: https://www.econbiz.de/10005307663

Effects of differences of opinions and short-sale constraints on the dual listed Chinese shares

Fang, Zhenmin; Jiang, Xin - In: China Finance Review International 3 (2013) February, pp. 61-89

Purpose – The purpose of this paper is to study the effects of short-sale constraints and differences of opinions on the price premium of dual listed Chinese A-H shares. Design/methodology/approach – The analysis mainly follows the Miller's model, which indicates that the relaxation of...

Persistent link: https://www.econbiz.de/10010610516

Effects of differences of opinions and short-sale constraints on the dual listed Chinese shares

Fang, Zhenmin; Jiang, Xin - In: China finance review international 3 (2013) 1, pp. 61-89

Persistent link: https://www.econbiz.de/10010160974

Asset reallocation with interest rate swaps

Fang, Zhenmin; Ho, Richard Yan-Ki - In: Applied Economics Letters 2 (1995) 2, pp. 27-30

A bond portfolio model with interest rate swaps is developed to carry out the mean-variance analysis. It is found that interest rate swaps can be used to reallocate non-marketable bonds in the portfolio by swapping out the non-traded fixed-rate bonds into LIBOR-based floating rate notes. The...

Persistent link: https://www.econbiz.de/10005629297

Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares

Fang, Zhenmin; Jiang, Xin - In: China Finance Review International 3 (2013) 1, pp. 61-89

Purpose – The purpose of this paper is to study the effects of short‐sale constraints and differences of opinions on the price premium of dual listed Chinese A‐H shares. Design/methodology/approach – The analysis mainly follows the Miller's model, which indicates that the relaxation of...

Persistent link: https://www.econbiz.de/10014694486