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Persistent link: https://www.econbiz.de/10010424358

Optimal investment policy in the time consistent mean-variance formulation

Chen, Zhiping; Li, Gang; Guo, Ju'e - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 145-156

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Optimal policy for a time consistent mean-variance model with regime switching

Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234

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Composite time-consistent multi-period risk measure and its application in optimal portfolio selection

Chen, Zhiping; Liu, Jia; Li, Gang; Yan, Zhe - In: Top : transactions in operations research 24 (2016) 3, pp. 515-540

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Multi-period risk measures and optimal investment policies

Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Li, Gang; … - In: Optimal financial decision making under uncertainty, (pp. 1-34). 2017

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Capital investment and momentum strategies

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Capital structure and momentum strategies

Li, George; Li, Ming; Liu, Shuming - In: Studies in economics and finance 41 (2024) 1, pp. 28-45

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Social capital, portfolio management capability and exploratory innovation : evidence from China

Li, Yao; Zhang, Yu; Zheng, Songyue - In: The journal of business & industrial marketing 31 (2016) 6, pp. 794-807

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Does ESG screening enhance or destroy stock portfolio value? : evidence from China

Wang, Zhihao; Liao, Kezhi; Zhang, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 10, pp. 2927-2941

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Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths

Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16

The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We...

Persistent link: https://www.econbiz.de/10014447642