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~language:"eng"
~language:"dan"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Lien, Da-hsiang Donald"
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Fabozzi, Frank J.
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ECONIS (ZBW)
561
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
Saved in:
4
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
5
Are banks rewarded for financial consumer protection? : evidence from a quasi-natural experiment
Zhang, Ailian
;
Wang, Shuyao
;
Lien, Da-hsiang Donald
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472121
Saved in:
6
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho
;
Han, Jiwoon
;
Kang, Taehyeon
;
Fabozzi, Frank J.
- In:
Emerging markets review
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014336723
Saved in:
7
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
8
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
9
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
10
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
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