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~accessRights:"restricted"
~person:"Cui, Xiangyu"
~person:"Dai, Zhifeng"
~subject:"Theorie"
~subject:"World"
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Cui, Xiangyu
Dai, Zhifeng
Fabozzi, Frank J.
25
Escobar, Marcos
22
Zaremba, Adam
16
Wang, Ruodu
15
Uppal, Raman
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
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12
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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9
Chen, Zhiping
9
Dai, Min
9
Guerard, John Baynard
9
Ledoit, Olivier
9
Li, Zhongfei
9
Liang, Zongxia
9
Wolf, Michael
9
Yao, Haixiang
9
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8
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8
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8
Kang, Sang Hoon
8
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8
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8
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8
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8
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International journal of finance & economics : IJFE
2
Journal of the Operational Research Society
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
European journal of operational research : EJOR
1
Finance research letters
1
International review of financial analysis
1
Journal of economic dynamics & control
1
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1
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ECONIS (ZBW)
19
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
2
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
3
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
4
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
5
Some new efficient mean-variance portfolio selection models
Dai, Zhifeng
;
Kang, Jie
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4784-4796
Persistent link: https://www.econbiz.de/10013461378
Saved in:
6
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
7
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
8
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
9
Stock return predictability from a mixed model perspective
Dai, Zhifeng
;
Zhu, Huan
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012232659
Saved in:
10
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
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