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Portfolio Management with Heur...
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201
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66
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Yang, Chunpeng
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Economic modelling
European journal of operational research : EJOR
1,523
Computers & operations research : and their applications to problems of world concern ; an international journal
1,294
NBER working paper series
956
Journal of banking & finance
904
Finance research letters
804
SpringerLink / Bücher
778
Working paper / National Bureau of Economic Research, Inc.
775
International journal of production research
700
NBER Working Paper
698
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
479
International review of financial analysis
459
Insurance / Mathematics & economics
444
Journal of economic dynamics & control
413
The review of financial studies
387
Journal of empirical finance
384
Management science : journal of the Institute for Operations Research and the Management Sciences
373
Research paper series / Swiss Finance Institute
342
International review of economics & finance : IREF
330
Europäische Hochschulschriften / 5
324
Pacific-Basin finance journal
322
International journal of theoretical and applied finance
316
Applied economics
313
The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / Centre for Economic Policy Research
310
Journal of financial and quantitative analysis : JFQA
304
Economics letters
298
Finance and stochastics
286
Gabler Edition Wissenschaft
282
International journal of production economics
282
The European journal of finance
279
The journal of asset management
278
Quantitative finance
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The North American journal of economics and finance : a journal of financial economics studies
246
Journal of international financial markets, institutions & money
244
Risks : open access journal
229
Journal of international money and finance
227
Research in international business and finance
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ECONIS (ZBW)
269
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1
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Jin, Zhuo
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
Saved in:
4
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
5
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
6
How do central banks react to wealth composition and asset prices?
Sousa, Ricardo M.
;
Castro, Vítor
- In:
Economic modelling
29
(
2012
)
3
,
pp. 641-653
Persistent link: https://www.econbiz.de/10009544866
Saved in:
7
Investment under event risk in China stock market : a theoretical analysis
Cai, Mingchao
;
Wang, Yongxiang
;
Wu, Weixing
- In:
Economic modelling
24
(
2007
)
4
,
pp. 673-682
Persistent link: https://www.econbiz.de/10003457110
Saved in:
8
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
9
Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály
;
Timotity, Dusán
- In:
Economic modelling
52
(
2016
),
pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Saved in:
10
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
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