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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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2
Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
- In:
Economic modelling
80
(
2019
),
pp. 260-274
Persistent link: https://www.econbiz.de/10012200533
Saved in:
3
The importance of hedging currency risk : evidence from CNY and CNH
Du, Jiangze
;
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Lai, Kin Keung
- In:
Economic modelling
75
(
2018
),
pp. 81-92
Persistent link: https://www.econbiz.de/10012101393
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