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Model-based services convergence and multi-clouds integration
Li, Qing; Wang, Zeyuan; Li, Weihua; Cao, Zhichao; Du, … - In: Computers in industry : an international journal 64 (2013) 7, pp. 813-832
Persistent link: https://www.econbiz.de/10010166161
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An Explanation of the Forward Premium 'Puzzle'
Roll, Richard; Yan, Shu - In: European financial management : the journal of the … 6 (2000) 2, pp. 121-148
Persistent link: https://www.econbiz.de/10005955585
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On Predicting Stock Returns with Nearly Integrated Explanatory Variables
Torous, Walter; Valkanov, Rossen; Yan, Shu - In: The journal of business : B 77 (2004) 4, pp. 937-966
Persistent link: https://www.econbiz.de/10006021789
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Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 31 (2007) 12, pp. 3761-3781
Persistent link: https://www.econbiz.de/10007876219
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Linear-quadratic term structure models – Toward the understanding of jumps in interest rates
Jiang, George; Yan, Shu - In: Journal of banking & finance 33 (2009) 3, pp. 473-485
Persistent link: https://www.econbiz.de/10008161040
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Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Managerial and decision economics : MDE ; the … 30 (2009) 5, pp. 281-306
Persistent link: https://www.econbiz.de/10008267917
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A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of economic behavior & organization : JEBO 85 (2013), pp. 249-268
Persistent link: https://www.econbiz.de/10010063388
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When more is less: Using multiple constraints to reduce tail risk
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 36 (2012) 10, pp. 2693-2717
Persistent link: https://www.econbiz.de/10010002771
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Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu - In: Journal of financial economics 99 (2011) 1, pp. 216-234
Persistent link: https://www.econbiz.de/10008770468
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Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10008404492