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Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu; Ren, Tiantian; Zhou, Zhongbao; Liu, Wenbin - In: Omega : the international journal of management science 103 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
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Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale
Xiao, Helu; Zhou, Zhongbao; Ren, Teng; Liu, Wenbin - In: Omega : the international journal of management science 111 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013271740
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Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012671271
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Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu; Ma, Chaoqun; Mi, Xianhua - 2020
Persistent link: https://www.econbiz.de/10012312856
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Nonlinear and time-varying risk premia
Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
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Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu; Han, Yang; Ma, Chaoqun - In: Journal of risk 23 (2021) 6, pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
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Monetary policy shocks and Bitcoin prices
Ma, Chaoqun; Tian, Yonggang; Hsiao, Shisong; Deng, Liurui - In: Research in international business and finance 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10014247315
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DEA models via goal programming
Liu, Wenbin; Sharp, John A. - In: Data envelopment analysis in the service sector, (pp. 79-101). 1999
Persistent link: https://www.econbiz.de/10001437197
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Measuring the dynamic efficiency of socially responsible investment funds : evidence from dynamic network DEA with diversification
Xiao, Helu; Liu, Xin; Ren, Tiantian; Zhou, Zhongbao - In: INFOR : information systems and operational research 60 (2022) 4, pp. 531-557
Persistent link: https://www.econbiz.de/10013555556
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Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling; Zhou, Zhongbao; Liu, Qing; Jiang, Yong - In: Finance research letters 29 (2019), pp. 245-254
Persistent link: https://www.econbiz.de/10012419082