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type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~person:"Baptista, Alexandre M."
~person:"Li, Youwei"
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Portfolio selection
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Portfolio-Management
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Baptista, Alexandre M.
Li, Youwei
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Cvitanić, Jakša
3
Huang, Chi-fu
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Leippold, Markus
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Li, Kai
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Lillo, Fabrizio
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Mahayni, Antje
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Seifried, Frank Thomas
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He, Xue-zhong
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Journal of economic dynamics & control
Journal of banking & finance
7
European journal of operational research : EJOR
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Finance research letters
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Journal of empirical finance
1
Journal of financial intermediation
1
Journal of monetary economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
2
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
3
Active portfolio management with benchmarking : adding a value-at-risk constraint
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
32
(
2008
)
3
,
pp. 779-820
Persistent link: https://www.econbiz.de/10003687449
Saved in:
4
Economic implications of using a mean-VaR model for portfolio selection : a comparison with mean-variance analysis
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001656074
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