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Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Shi, Fangquan; Shu, Lianjie; Yang, Aijun; He, Fangyi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2700-2731
Persistent link: https://www.econbiz.de/10012384771
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High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
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An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan; Shu, Lianjie; Gu, Xinhua - In: Journal of financial econometrics 22 (2024) 1, pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
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Cognitive biases, downside risk shocks, and stock expected returns
Li, Si; He, Fangyi; Shi, Fangquan - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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An np control chart for monitoring the mean of a variable based on an attribute inspection
Wu, Zhang; Khoo, Michael B. C.; Shu, Lianjie; Jiang, Wei - In: International journal of production economics 121 (2009) 1, pp. 141-147
Persistent link: https://www.econbiz.de/10003922542
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A comparison of weighted CUSUM procedures for monitoring process proportions with varying sample sizes
Zhou, Qin; Huang, Wenpo; Shu, Lianjie - In: International journal of production research 52 (2014) 11, pp. 3225-3238
Persistent link: https://www.econbiz.de/10010355856
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Adaptive CUSUM charts for monitoring linear drifts in Poisson rates
He, Feng; Shu, Lianjie; Tsui, Kwok-Leung - In: International journal of production economics 148 (2014), pp. 14-20
Persistent link: https://www.econbiz.de/10010251556
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An adaptive CUSUM chart for monitoring poisson rates with increasing population sizes
Zhao, Honghao; Shu, Lianjie; Jiang, Wei; Tsui, Kwok-Leung - In: European journal of industrial engineering : EJIE 9 (2015) 5, pp. 692-715
Persistent link: https://www.econbiz.de/10011560998
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Sparse Bayesian variable selection with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun; Xiang, Ju; Shu, Lianjie; Yang, Hongqiang - In: Computational economics 51 (2018) 2, pp. 323-338
Persistent link: https://www.econbiz.de/10011963673
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A distribution-free control chart for monitoring high-dimensional processes based on interpoint distances
Shu, Lianjie; Fan, Jinyu - In: Naval research logistics : an international journal 65 (2018) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10011969332