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~person:"Yao, Haixiang"
~person:"Zhou, Guofu"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Portfolio-Management
47
Theorie
28
Theory
28
Capital income
13
Kapitaleinkommen
13
CAPM
7
Forecasting model
7
Prognoseverfahren
7
Estimation theory
6
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6
Pensionskasse
6
Schätztheorie
6
Bayes-Statistik
5
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5
Dynamic programming
5
Dynamische Optimierung
5
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5
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4
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4
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4
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4
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4
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4
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4
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3
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Defined contribution pension fund
3
Financial analysis
3
Finanzanalyse
3
Markov chain
3
Markov-Kette
3
Mathematical programming
3
Mathematische Optimierung
3
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3
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3
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Aufsatz in Zeitschrift
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47
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4
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3
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English
47
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Yao, Haixiang
Zhou, Guofu
Fabozzi, Frank J.
77
Wong, Wing Keung
48
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Maurer, Raimond
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Ang, Andrew
20
Gollier, Christian
20
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Insurance / Mathematics & economics
7
Journal of financial economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Economic modelling
4
Journal of financial and quantitative analysis : JFQA
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annals of economics and finance
1
Annals of operations research
1
Annual review of financial economics
1
China finance review international
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
International Journal of Portfolio Analysis and Management
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Japan and the world economy : international journal of theory and policy
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
3
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
4
Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
Saved in:
5
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
6
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
7
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
8
Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
9
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
10
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
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