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The impact of digital transformation on ESG performance and the moderation of mixed-ownership reform : the evidence from Chinese state-owned enterprises

Zhang, Shenshen - In: Corporate social responsibility and environmental management 31 (2024) 3, pp. 2195-2210

Persistent link: https://www.econbiz.de/10014531296

Mean-variance optimization with public and private asset classes

Meng, Yu Ben; Zhang, Pu Paul; Ong, Ryan - In: Journal of investment management : JOIM 14 (2016) 4, pp. 44-63

Persistent link: https://www.econbiz.de/10011691359

A multi-period portfolio selection optimization model by using interval analysis

Liu, Yong-jun; Zhang, Wei-guo; Zhang, Pu - In: Economic modelling 33 (2013), pp. 113-119

Persistent link: https://www.econbiz.de/10010192031

Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation

Zhang, Pu; Xiao, Wei-lin; Zhang, Xi-li; Niu, Pan-qiang - In: Economic modelling 36 (2014), pp. 198-203

Persistent link: https://www.econbiz.de/10010412366

Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm

Zhang, Pu; Sun, Qi; Xiao, Wei-lin - In: Economic modelling 40 (2014), pp. 314-319

Persistent link: https://www.econbiz.de/10010425614

Smart Beta Through the Lens of Risk Factors

Zhang, Paul - 2016

We analyze five popular smart beta indices with a simple two risk-factor framework. Our analysis shows that majority of the return variations of these five smart beta indices can be explained by S&P 500 and Barclays Treasury index. We also demonstrate that the diversification effect is limited...

Persistent link: https://www.econbiz.de/10013005470

Illiquidity Premium, Transaction Costs, and Risks of Illiquid Assets

Meng, Ben - 2015

Liquidity has long been a great interest to investment professionals as well as academic researchers. The estimation of illiquidity premium for infrequently traded asset classes, such as real estate and private equity, presents a challenge to the industry because of opaque information and...

Persistent link: https://www.econbiz.de/10013026578

Disruption recovery for the pickup and delivery problem with time windows : a scenario-based approach for online food delivery

Hu, Yuzhen; Zhang, Pu; Zhao, Kang; Zhang, Song; Fan, Bo - In: Computers & operations research : and their … 159 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014455600

E-Commerce : Konzepte, Prinzipien und Anwendung

Qin, Zheng; Shuai, Qinghong; Wang, Guolong; Zhang, Pu; … - 2025

Chapter 1 Hintergrund des E-Commerce -- Chapter 2 Grundkonzepte des E-Commerce -- Chapter 3 Grundmodelle des E-Commerce -- Chapter 4 Architektur des E-Commerce -- Chapter 5 Grundprinzip des E-Commerce -- Chapter 6 Anwendung und Fallstudie des E-Commerce.

Persistent link: https://www.econbiz.de/10015397253