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Portfolio choice with Knightian uncertainty
Orszag, Jonathan Michael - In: Journal of economic dynamics & control 19 (1995) 5, pp. 873-900
Persistent link: https://www.econbiz.de/10001184981
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Mean-variance portfolio selection with regime switching under shorting prohibition
Zhang, Miao; Chen, Ping - In: Operations research letters 44 (2016) 5, pp. 658-662
Persistent link: https://www.econbiz.de/10011596620
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Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao; Chen, Ping - In: Insurance / Mathematics & economics 70 (2016), pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
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Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao; Chen, Ping; Yao, Haixiang - In: Economic modelling 62 (2017), pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
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A new stock selection model based on Decision Tree C5.0 Algorithm
Zhang, Qiansheng; Zhang, Jingru; Chen, Zisheng; Zhang, Miao - In: Journal of investment and management : JIM 7 (2018) 4, pp. 117-124
Persistent link: https://www.econbiz.de/10011963322
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The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
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Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Li, Jiangyuan; Liu, Bo; Yang, Jinqiang; Zou, Zhentao - In: European journal of operational research : EJOR 284 (2020) 2, pp. 779-791
Persistent link: https://www.econbiz.de/10012238809
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Dynamic financing and hedging under model uncertainty
Liu, Bo; Wang, Hongli; Yang, Jinqiang - In: The European journal of finance 27 (2021) 8, pp. 740-751
Persistent link: https://www.econbiz.de/10012516125