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Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
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2
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
3
An empirical analysis of the relationship between Chinese RMB fluctuation and overall unemployment rates in US
Li, Ziran
;
Bao, Qin
;
Wang, Shouyang
;
Cheng, Siwei
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010233372
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4
Nonparametric quantile frontier estimation under shape restriction
Wang, Yongqiao
;
Wang, Shouyang
;
Dang, Chuangyin
;
Ge, Wenxiu
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 671-678
Persistent link: https://www.econbiz.de/10010224949
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5
An information diffusion-based model of oil futures price
Li, Ziran
;
Sun, Jiajing
;
Wang, Shouyang
- In:
Energy economics
36
(
2013
),
pp. 518-525
Persistent link: https://www.econbiz.de/10009724648
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6
Risk-return trade-off, information diffusion, and U.S. stock market predictability
Xie, Haibin
;
Wang, Shouyang
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011493115
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7
Macroeconomic and bank-specific determinants of non-performing loans : evidence from Nepalese banking system
Koju, Laxmi
;
Koju, Ram
;
Wang, Shouyang
- In:
Journal of central banking theory and practice
7
(
2018
)
3
,
pp. 111-138
Persistent link: https://www.econbiz.de/10011918287
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8
Threshold autoregressive models for interval-valued time series data
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
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9
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Energy economics
78
(
2019
),
pp. 165-173
Persistent link: https://www.econbiz.de/10012159915
Saved in:
10
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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