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~subject:"Portfolio selection"
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Portfolio selection
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The North American journal of economics and finance : a journal of financial economics studies
3
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ECONIS (ZBW)
21
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1
Multi-period portfolio optimization under possibility measures
Zhang, Xili
;
Zhang, Weiguo
;
Xiao, Weilin
- In:
Economic modelling
35
(
2013
),
pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
Saved in:
2
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
3
International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli
;
Tan, Chunzhi
;
Zhang, Weiguo
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
Saved in:
4
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
Saved in:
5
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
6
Intra-industry momentum and product market competition around the world
Li, Ting
- In:
Review of development finance
6
(
2016
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011588071
Saved in:
7
Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei
;
Zhang, Weiguo
;
Liu, Yongjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
Saved in:
8
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
9
Two-stage international portfolio models with higher moment risk measures
He, Xiaolei
;
Zhang, Weiguo
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
Saved in:
10
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei
;
Zhang, Weiguo
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
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