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CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.; Jin, Yong; Nimalendran, Mahendrarajah; … - In: Applied economics 51 (2019) 52, pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
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A comprehensive study on smart beta strategies in the A-share market
Cai, Lixin; Jin, Yong; Qi, Qiulin; Xu, Xin - In: Applied economics 50 (2018) 55, pp. 6024-6033
Persistent link: https://www.econbiz.de/10012063379
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What we can learn from the interactions of food traceable attributes? : a case study of Fuji apple products in China
Liu, Ruifeng; Wang, Jian; Liang, Fei; Nian, Yefan; Ma, … - In: Applied economics 54 (2022) 59, pp. 6829-6849
Persistent link: https://www.econbiz.de/10013494318
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Why do many a-share listed companies eagerly disclose food safety information in China? : from the perspective of financing constraints
Chen, Suyun; Wu, Yiping; Shi, Xinyi; Ma, Hengyun; Liu, … - In: Applied economics 52 (2020) 51, pp. 5653-5666
Persistent link: https://www.econbiz.de/10012307879