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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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Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua; Li, Zhongfei; Yao, Haixiang - In: Insurance / Mathematics & economics 81 (2018), pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
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Asset allocation based on LSTM and the Black - Litterman model
Yao, Haixiang; Li, Xiaoxin; Li, Lijun - In: Applied economics letters 31 (2024) 17, pp. 1686-1691
Persistent link: https://www.econbiz.de/10015075596
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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
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The performance of industry risk spillover under extreme events : evidence from the Chinese stock market
Yao, Haixiang; Jiang, Xiaoqing - In: Pacific-Basin finance journal 91 (2025), pp. 1-25
Persistent link: https://www.econbiz.de/10015404985