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~subject:"Portfolio selection"
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The freight allocation problem...
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Portfolio selection
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Gao, Xiang
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Lim, Andrew
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ECONIS (ZBW)
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1
Quantile hedge ratio for forward freight market
Gu, Yimiao
;
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Luo, …
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012294938
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2
Modeling retirees' investment behaviors in the presence of health expenditure risk and financial crisis risk
Gao, Xiang
;
Sun, Li
- In:
Economic modelling
94
(
2021
),
pp. 442-454
Persistent link: https://www.econbiz.de/10012695091
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3
Can ESG performance shape dynamic risk spillovers? : evidence from Chinese carbon and equity markets
Chen, Zhang-HangJian
;
Ren, Qiming
;
Gao, Xiang
;
Kaakeh, …
- In:
Finance research letters
72
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015202589
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4
LASSO-based high-frequency return predictors for profitable Bitcoin investment
Huang, Weige
;
Gao, Xiang
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1079-1083
Persistent link: https://www.econbiz.de/10013412041
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5
Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun
;
Gao, Xiang
;
Liu, Xiaoli
;
Wang, Zhan
- In:
Journal of risk
24
(
2022
)
5
,
pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
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6
Relative investor sentiment measurement
Gao, Xiang
;
Koedijk, Kees
;
Walther, Thomas
;
Wang, Zhan
-
2022
Persistent link: https://www.econbiz.de/10013260213
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7
Brexit and global equity fund capital reallocation
Gao, Xiang
;
Hu, Yichuan
;
Wang, Huanhuan
;
Wang, Xiaohu
- In:
Journal of international money and finance
125
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013207357
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8
Relative investor sentiment measurement
Gao, Xiang
;
Walther, Thomas
;
Wang, Zhan
-
2022
Persistent link: https://www.econbiz.de/10013273504
Saved in:
9
The idiosyncratic volatility of volatility effect in the A-share market : an interpretation based on heterogeneous variance beliefs
Hu, Zhijun
;
Gao, Xiang
;
Ling, Aifan
- In:
Finance research letters
75
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015407779
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10
Technical Appendix : Robust Asset Allocation with Benchmarked Objectives
Lim, Andrew
-
2009
Persistent link: https://www.econbiz.de/10013156442
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