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The mean-variance model revisited with a cash account
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of mathematical finance 2 (2012) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10009668281
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Portfolio selection with a systematic skewness constraint
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: The North American journal of economics and finance : a … 37 (2016), pp. 393-405
Persistent link: https://www.econbiz.de/10011672985
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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483