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Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng - In: Computers & operations research : and their … 40 (2013) 4, pp. 1014-1022
Persistent link: https://www.econbiz.de/10009719644
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Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of economic dynamics & control 92 (2018), pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
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Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market
Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Journal of forecasting 43 (2024) 6, pp. 1770-1794
Persistent link: https://www.econbiz.de/10015110316