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Optimal portfolio choice for investors with industry-specific labor income risks
Tsai, Hui-Ju; Wu, Yangru - In: Finance research letters 11 (2014) 4, pp. 429-436
Persistent link: https://www.econbiz.de/10011300433
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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Portfolio diversification and investment risk
Tsai, Hui-Ju; Sugalski, Kelly J.; Revak, Zachary S. - In: Advances in financial education : journal of the … (2017), pp. 33-45
Persistent link: https://www.econbiz.de/10011847529
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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Mean reversion across national stock markets and parametric contrarian investment strategies
Balvers, Ronald J.; Wu, Yangru; Gilliland, Erik - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 745-772
Persistent link: https://www.econbiz.de/10001497286
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Risk adjustment and momentum sources
Jun, Wang; Wu, Yangru - In: Journal of banking & finance 35 (2011) 6, pp. 1427-1435
Persistent link: https://www.econbiz.de/10009244971
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Heterogeneous background risks and portfolio choice : evidence from micro-level data
Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720
Persistent link: https://www.econbiz.de/10010470086
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The information content of the term structure of risk-neutral skewness
Borochin, Paul; Chang, Hao; Wu, Yangru - In: Journal of empirical finance 58 (2020), pp. 247-274
Persistent link: https://www.econbiz.de/10012430679