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International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Liu, Fang - In: The North American journal of economics and finance : a … 47 (2019), pp. 168-183

Persistent link: https://www.econbiz.de/10012117833

Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence

Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013413442

How does CEO demission threat affect corporate risk-taking?

Tan, Chunzhi; He, Chengying; Shi, Zhanzhong; Mo, Guoli; … - In: Journal of business research : JBR 139 (2022), pp. 935-944

Persistent link: https://www.econbiz.de/10013194299

Availability Heuristic and Expected Returns

Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - 2022

The paper investigates how the availability heuristic of individual stocks affects equity returns, where the availability heuristic is measured by the irrational signal in the fractal dimension. Our evidence support that the availability heuristic can positively predict the short-term expected...

Persistent link: https://www.econbiz.de/10013492043

Fintech and corporate debt default risk : influencing mechanisms and heterogeneity

He, Chengying; Geng, Xiaoxu; Tan, Chunzhi; Guo, Ruijin - In: Journal of business research : JBR 164 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014303783

Availability heuristic and expected returns

Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - In: Finance research letters 51 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014289154

Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment

Li, Ting; Zhang, Weiguo; Xu, Weijun - In: Economic modelling 31 (2013), pp. 12-17

Persistent link: https://www.econbiz.de/10009725814

Multi-period portfolio optimization under possibility measures

Zhang, Xili; Zhang, Weiguo; Xiao, Weilin - In: Economic modelling 35 (2013), pp. 401-408

Persistent link: https://www.econbiz.de/10010259788

Evaluating the default risk of bond portfolios with extreme value theory

Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668

Persistent link: https://www.econbiz.de/10011440981

Probability-free solutions to the non-stationary newsvendor problem

Zhang, Yong; Vovk, Vladimir; Zhang, Weiguo - 2014

Persistent link: https://www.econbiz.de/10010471935

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