Narrow search
Showing 1 - 7 of 7
Cover Image
Extreme downside risk and expected stock returns
Huang, Wei; Liu, Qianqiu; Ghon Rhee, S.; Wu, Feng - In: Journal of banking & finance 36 (2012) 5, pp. 1492-1503
Persistent link: https://www.econbiz.de/10009843644
Cover Image
Return Reversals, Idiosyncratic Risk, and Expected Returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: The review of financial studies 23 (2013) 1, pp. 147-146
Persistent link: https://www.econbiz.de/10010113776
Cover Image
Return Reversals, Idiosyncratic Risk, and Expected Returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: The review of financial studies 23 (2010) 1, pp. 147-147
Persistent link: https://www.econbiz.de/10008352740
Cover Image
Are lifecycle funds getting a bum rap? : a comprehensive comparison of lifecycle versus lifestyle retirement strategies from accumulation through withdrawal
Liu, Qianqiu; Chang, Rosita P.; Jong, Jack C. de; … - In: The journal of wealth management 14 (2011/12) 2, pp. 68-84
Persistent link: https://www.econbiz.de/10009886667
Cover Image
Another look at idiosyncratic volatility and expected returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: Journal of investment management : JOIM 9 (2011) 4, pp. 26-51
Persistent link: https://www.econbiz.de/10010006509
Cover Image
The 52-week high momentum strategy in international stock markets
Liu, Ming; Liu, Qianqiu; Ma, Tongshu - In: Journal of international money and finance 30 (2011) 1, pp. 180-205
Persistent link: https://www.econbiz.de/10008786938
Cover Image
On portfolio optimization: How and when do we benefit from high‐frequency data?
Liu, Qianqiu - In: Journal of applied econometrics 24 (2009) 4, pp. 560-583
Persistent link: https://www.econbiz.de/10008847122