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The performance of commodity trading advisors: A mean-variance-ratio test approach
Bai, Zhidong; Phoon, Kok Fai; Wang, Keyan; Wong, Wing-Keung - In: The North American journal of economics and finance : a … 25 (2013), pp. 188-201
Persistent link: https://www.econbiz.de/10010134049
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
Bai, Zhidong; Liu, Huixia; Wong, Wing-Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-668
Persistent link: https://www.econbiz.de/10008322209
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Test statistics for prospect and Markowitz stochastic dominances with applications
Bai, Zhidong; Li, Hua; Liu, Huixia; Wong, Wing‐Keung - In: The econometrics journal 14 (2011) 2, pp. 278-304
Persistent link: https://www.econbiz.de/10009136248