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Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Including special section: applications of operations …, (pp. 557-576). 2013
Persistent link: https://www.econbiz.de/10009792017
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Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo; Han, Liyan - In: Computational economics 45 (2015) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
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Our currency, your attention : contagion spillovers of investor attention on currency returns
Wu, You; Han, Liyan; Yin, Libo - In: Economic modelling 80 (2019), pp. 49-61
Persistent link: https://www.econbiz.de/10012199175
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Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong; Su, Zhi; Yin, Libo - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
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International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
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Are conditional illiquidity risks priced in China? : a cross-sectional test
Su, Zhi; Lyu, Tongtong; Yin, Libo - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013395949