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Portfolio selection
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Commodity momentum and reversal : do they exist, and if so, why?
Han, Meng
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1204-1237
Persistent link: https://www.econbiz.de/10014339398
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Is there more to asset price linkages in China than meets the eye : cross-asset momentum and the role of hybrid funds
Wang, Xiaowei
;
Wang, Rui
;
Yichun, Zhang
- In:
International review of financial analysis
95
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015145263
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3
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
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4
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yong, Yaodi
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 738-766
Persistent link: https://www.econbiz.de/10015154573
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5
Contrarian flows, consumption and expected stock returns
Zhang, Yuzhao
- In:
Journal of banking & finance
42
(
2014
),
pp. 101-111
Persistent link: https://www.econbiz.de/10010408421
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6
Comparisons on aggregate risks from two sets of heterogeneous portfolios
Zhang, Yiying
;
Zhao, Peng
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 124-135
Persistent link: https://www.econbiz.de/10011422894
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7
Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
Balakrishnan, Narayanaswamy
;
Zhang, Yiying
;
Zhao, Peng
- In:
Scandinavian actuarial journal
(
2018
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011880796
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8
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
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9
Investment timing with information-processing constraints
Mu, Congming
;
Yang, Jinqiang
;
Zhang, Yuhua
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430730
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10
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
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