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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
~person:"An, Yunbi"
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An, Yunbi
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International review of financial analysis
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ECONIS (ZBW)
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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2
The effectiveness of the VaR-based portfolio insurance strategy: an empirical analysis
Jiang, Chonghui
;
Ma, Yongkai
;
An, Yunbi
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003921095
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Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
International review of financial analysis
73
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012803449
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