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  • Search: person:"Zhu, Shunwei"
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Year of publication
Subject
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4/2 model 1 Artificial intelligence 1 Betriebliche Liquidität 1 Capital income 1 Corporate liquidity 1 Estimation theory 1 Factor investing 1 Fundamental transform 1 Funding liquidity risk 1 Kapitaleinkommen 1 Künstliche Intelligenz 1 Laplace transform 1 Lie’s symmetries 1 Liquidity 1 Liquidität 1 Machine learning 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Schock 1 Schätztheorie 1 Shock 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Style integration 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 capital constraints 1 liquidity shocks 1 liquidity-providing returns 1 long-term reversal and value effects 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Zhu, Shunwei 3 Liu, Hailong 2 Boryniec, Thomas 1 Ren, Yangyang 1 Wang, Bo 1 Zhou, Chunyang 1
Published in...
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Applied economics 1 Computational economics 1 Pacific-Basin finance journal 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Commodity factor investing via machine learning
Zhu, Shunwei; Zhou, Chunyang; Liu, Hailong; Ren, Yangyang - In: Pacific-Basin finance journal 83 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014491183
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Long-term reversal and value effects : the role of liquidity risk
Zhu, Shunwei; Liu, Hailong; Boryniec, Thomas - In: Applied economics 55 (2023) 14, pp. 1546-1566
Persistent link: https://www.econbiz.de/10013554947
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Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei; Wang, Bo - In: Computational economics 53 (2019) 4, pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
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