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Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis

Zhang, Qiang; Ōgaki, Masao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10002372964

Decreasing relative risk aversion and tests of risk sharing

Ōgaki, Masao; Zhang, Qiang - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 2, pp. 515-526

Persistent link: https://www.econbiz.de/10001566268

Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process

Yan, Jia-an; Zhang, Qiang; Zhang, Shuguang - In: Annals of economics and finance 1 (2000) 1, pp. 101-116

Persistent link: https://www.econbiz.de/10001731831

Fuzzy multichoice games with fuzzy characteristics function

Meng, Fanyong; Zhang, Qiang; Chen, Xiaohong - In: Group decision and negotiation 26 (2017) 3, pp. 565-595

Persistent link: https://www.econbiz.de/10011701791

Information asymmetry, legal environment, and family firm governance : evidence from IPO underpricing in China

Huang, Wei; Li, Jinxian; Zhang, Qiang - In: Pacific-Basin finance journal 57 (2019), pp. 1-25

Persistent link: https://www.econbiz.de/10012170662

The impact of monetary and fiscal policy shocks on stock markets : evidence from China

Hu, Lei; Han, Junying; Zhang, Qiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1856-1871

Persistent link: https://www.econbiz.de/10012124572

Asymmetric news effects on cryptocurrency liquidity : an event study perspective

Yue, Wei; Zhang, Sijia; Zhang, Qiang - In: Finance research letters 41 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013335980

On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions

Al‐Sulami, Dawlah; Jiang, Zhenyu; Lu, Zudi; Zhu, Jun - In: Journal of Time Series Analysis 40 (2018) 3, pp. 327-342

Persistent link: https://www.econbiz.de/10012094966

Modeling the Variance of Return Intervals Toward Volatility Prediction

Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; … - In: Journal of Time Series Analysis 41 (2019) 4, pp. 492-519

Persistent link: https://www.econbiz.de/10012192370

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10011445715

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