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Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues

Shi, Fangquan; Shu, Lianjie; Yang, Aijun; He, Fangyi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2700-2731

Persistent link: https://www.econbiz.de/10012384771

High-dimensional sparse index tracking based on a multi-step convex optimization approach

Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372

Persistent link: https://www.econbiz.de/10014339936

High-dimensional index tracking based on the adaptive elastic net

Shu, Lianjie; Shi, Fangquan; Tian, Guoliang - In: Quantitative finance 20 (2020) 9, pp. 1513-1530

Persistent link: https://www.econbiz.de/10012295621

An enhanced factor model for portfolio selection in high dimensions

Shi, Fangquan; Shu, Lianjie; Gu, Xinhua - In: Journal of financial econometrics 22 (2024) 1, pp. 94-118

Persistent link: https://www.econbiz.de/10014526307

Anchoring effect, prospect value and stock return

Chen, Chun; He, Fangyi; Lin, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1539-1556

Persistent link: https://www.econbiz.de/10014446638

Numerical simulation of heat transfer in regenerator of solid adsorption refrigeration system

Zhang, X.J.; Liu, H.X.; Wang, R.Z.; Shi, F. - In: Renewable Energy 26 (2002) 4, pp. 599-610

In this paper a theoretical model of the heat-transfer processes in a solid adsorbent packed bed is established. Based on discretized energy control equations of the fluid in the heat-transfer coil and transient heat conduction equations of the adsorbent in the bed with unsteady boundary...

Persistent link: https://www.econbiz.de/10010806897