Similar Search Results

Wealth composition and the demand for risky assets

Chen, Mingshen; Lu, Huei-chung - In: Jingji-lunwen 32 (2004) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10002115720

A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance

Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20

This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...

Persistent link: https://www.econbiz.de/10013471446

Valuing a lost opportunity : an alternative perspective on the illiquidity discount

Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121

Persistent link: https://www.econbiz.de/10012423066

Liquidity spillover and investment strategy construction among Chinese green financial markets

Gao, Yang; Zhou, Yueyi; Zhao, Wandi - In: International review of economics & finance : IREF 98 (2025), pp. 1-43

Persistent link: https://www.econbiz.de/10015330659

Multiscale features of extreme risk spillover networks among global stock markets

Ren, Ying-hua; Zhao, Wanru; You, Wan-hai; Zhu, Huiming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013538942

Numerical solution of the HamiltonJacobiBellman formulation for continuous time mean variance asset allocation

Wang, J.; Forsyth, Peter - In: Journal of economic dynamics & control 34 (2010) 2, pp. 207-230

Persistent link: https://www.econbiz.de/10003947664

The effect of customer concentration on stock sentiment risk

Wang, Jian; Huang, Yanhuang; Feng, Hongrui; Yang, Jun - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 565-606

Persistent link: https://www.econbiz.de/10013549096

The performance of ESG portfolios : evidence from the Chinese market under COVID-19

Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015193393

Corporate risk and financial asset holdings

Xu, Xiaodong; Mu, Yayu; Wang, Juan - In: Pacific-Basin finance journal 81 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014501265

A regularized high-dimensional positive definite covariance estimator with high-frequency data

Cui, Liyuan; Hong, Yongmiao; Li, Yingxing; Wang, Junhui - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 7242-7264

Persistent link: https://www.econbiz.de/10015143872