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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound

Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400

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Asset allocation and selectivity of Asian mutual funds during financial crisis

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 233-250

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Does supplier concentration matter to investors during the COV1D-19 crisis : evidence from China?

Cheng, Louis T. W.; Poon, Jack S. C.; Tang, Shaolong; … - In: Financial innovation : FIN 8 (2022), pp. 1-28

The literature shows that investor attention to customer-supplier disclosure increases when suppliers' information arrival is anticipated. Due to the widespread of city lockdowns in China and the implementation of social distancing to control the COVID-19 pandemic, investor attention to...

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Home bias and the need to build a bond market track record

Krebbers, Arthur; Marshall, Andrew P.; McColgan, Patrick; … - In: The European journal of finance 28 (2022) 18, pp. 1803-1818

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Exploring the performance of US international bond mutual funds

Fletcher, Jonathan; Littlejohn, Elizabeth; Marshall, … - In: The financial review : the official publication of the … 58 (2023) 4, pp. 765-782

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Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information

Anderson, Greg; Fletcher, Jonathan; Marshall, Andrew P. - In: The European journal of finance 17 (2011) 1/2, pp. 67-82

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Investor heterogeneity and the cross-section of UK investment trust performance

Fletcher, Jonathan; Marshall, Andrew P. - In: Journal of financial services research : JFSR 45 (2014) 1, pp. 67-89

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Assessing the impact of heteroskedasticity for evaluating hedge fund performance

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Financing, fire sales, and the stockholder wealth effects of asset divestiture announcements

Finlay, William; Marshall, Andrew P.; McColgan, Patrick - In: The journal of corporate finance : contracting, … 50 (2018), pp. 323-348

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Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations

Thapa, Chandra; Neupane, Suman; Marshall, Andrew P. - In: Journal of multinational financial management 34 (2016), pp. 46-64

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