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Timberland asset pricing in the United States

Zhang, Daowei; Hall, Richard W. - In: Journal of forest economics : JFE 35 (2020) 1, pp. 43-67

Persistent link: https://www.econbiz.de/10012384658

Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity

Dai, Xingyu; Zhang, Dongna; Lau, Chi Keung; Wang, Qunwei - In: Journal of forecasting 42 (2023) 8, pp. 2167-2196

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Non-convex optimal portfolio sets and constant relative risk aversion

Zhang, Duo - In: Journal of economics & business 60 (2008) 6, pp. 551-555

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A demonstration of the non-necessity of marginal conditional stochastic dominance for portfolio inefficiency

Zhang, Duo - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 417-423

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Herd Behaviour & Investor Sentiment : Evidence from UK Mutual Funds

Hudson, Yawen - 2018

The aims of this paper are to detect evidence of institutional investor herding behaviour and examine the role that investor sentiment plays in the institutional investor herd behaviour. We use bivariate GARCH method estimated time varying beta to estimate herding variables of UK open-ended and...

Persistent link: https://www.econbiz.de/10012913798

Herd behaviour & investor sentiment : evidence from UK mutual funds

Hudson, Yawen; Yan, Meilan; Zhang, Dalu - In: International review of financial analysis 71 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012435766

From ban to balance : how agricultural climate policies reshape rural asset allocation?

Zhang, Dongyang - In: Journal of international money and finance 149 (2024), pp. 1-17

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Incorporating weather information into commodity portfolio optimization

Zhang, Dongna; Dai, Xingyu; Xue, Jianhao - In: Finance research letters 66 (2024), pp. 1-8

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Emissions prices, commodity futures, equity prices, and geopolitical risks dependence structure : implications for portfolio diversification

Lau, Chi Keung; Soliman, Alaa M.; Zhang, Dongna; … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3237-3253

Persistent link: https://www.econbiz.de/10015098977