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Fabozzi, Frank J.; Neave, Edwin H.; Zhou, Guofu - 2012

Financial Economics has quickly established itself as a strong and growing market. Introduction to Financial Economics by Frank Fabozzi, Edwin Neave, and Gaofu Zhou presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text...

Persistent link: https://www.econbiz.de/10009412743

CAViaR-based forecast for oil price risk

Huang, Dashan; Yu, Baimin; Fabozzi, Frank J.; … - In: Energy economics 31 (2009) 4, pp. 511-518

Persistent link: https://www.econbiz.de/10003867799

Portfolio selection under distributional uncertainty : a relative robust CVaR approach

Huang, Dashan; Zu, Shushang; Fabozzi, Frank J.; … - In: European journal of operational research : EJOR 203 (2010) 1, pp. 185-194

Persistent link: https://www.econbiz.de/10003928195

Portfolio revision under mean-variance and mean-CVaR with transaction costs

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526

Persistent link: https://www.econbiz.de/10009690387

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

Portfolio selection with uncertain exit time : a robust CVaR approach

Huang, Dashan; Zhu, Shu-shang; Fabozzi, Frank J.; … - In: Journal of economic dynamics & control 32 (2008) 2, pp. 594-623

Persistent link: https://www.econbiz.de/10003642783

Optimal corporate strategy under uncertainty

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Applied economics 45 (2013) 19/21, pp. 2877-2882

Persistent link: https://www.econbiz.de/10010192369

What difference do new factor models make in portfolio allocation?

Fabozzi, Frank J.; Huang, Dashan; Jiang, Fuwei; Wang, Jiexun - In: Journal of international money and finance 140 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014451422

Investor sentiment aligned : a powerful predictor of stock returns

Huang, Dashan; Jiang, Fuwei; Tu, Jun; Zhou, Guofu - In: The review of financial studies 28 (2015) 3, pp. 791-837

Persistent link: https://www.econbiz.de/10011337560

Upper bounds on return predictability

Huang, Dashan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 401-425

Persistent link: https://www.econbiz.de/10011742049

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