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~subject:"Portfolio selection"
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Portfolio selection
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Yang, Chunpeng
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Economic modelling
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ECONIS (ZBW)
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The stock investment performance of pension funds in China
Shen, Yu
;
Zhu, Kehan
;
Wu, Fengyun
;
Chen, Ping
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
12
,
pp. 2732-2748
Persistent link: https://www.econbiz.de/10012312675
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2
Big portfolio selection by graph-based conditional moments method
Zhu, Zhoufan
;
Zhang, Ningning
;
Zhu, Ke
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015101779
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3
Investor sentiment, extrapolation and asset pricing
Wu, Huihui
;
Yang, Chunpeng
- In:
Romanian journal of economic forecasting
25
(
2022
)
4
,
pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
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4
Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? : Evidence from the time-frequency domain approach
Yang, Cai
;
Wang, Xinyi
;
Wang, Gao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013534186
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5
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
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6
Optimal investment for defined-contribution pension plans under money illusion
Wei, Pengyu
;
Yang, Charles
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 729-753
Persistent link: https://www.econbiz.de/10014342057
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7
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
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8
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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9
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
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10
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun
;
Yang, Chunpeng
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
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