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How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures

Wang, Qiyu; Huang, Wenli; Wu, Xin; Zhang, Chao - In: Finance research letters 29 (2019), pp. 239-244

Persistent link: https://www.econbiz.de/10012418788

Robust portfolio selection for index tracking

Chen, Chen; Kwon, Roy H. - In: Computers & operations research : and their … 39 (2012) 4, pp. 829-837

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Fundamental indexation via smoothed cap weights

Chen, Chen; Chen, Rong; Bassett, Gilbert W. - In: Journal of banking & finance 31 (2007) 11, pp. 3486-3502

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Candogan, Ozan; Chen, Chen; Niazadeh, Rad - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4069-4086

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Is attention-based stock buying profitable? : empirical evidence from Chinese individual investors

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Best-case scenario robust portfolio : evidence from China stock market

An, Kaiqia︢ng; Zhao, Guiyu; Li, Jinjun; Tian, Jingsong; … - In: Asia Pacific financial markets 30 (2023) 2, pp. 297-322

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Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio

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Does environmental investment pay off? : portfolio analyses of the E in ESG during political conflicts and public health crises

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The Impact of Managerial Myopia on Corporate Financial Asset Allocation : Evidence from Md&A Textual Analysis

CHEN, CHEN; Wang, Tao; Jia, Ximeng - 2023

Drawing on the upper echelons and time orientation theories, we examined the influence of managers’ temporal disposition on corporate financial asset allocation. We used textual analysis to measure managerial myopia, and panel data analysis shows that management myopia will increase the...

Persistent link: https://www.econbiz.de/10014257475

Short-termism in financial decision-making : uncovering the influence of managerial myopia on corporate financial asset allocation through MD&A textual analysis

Chen, Chen; Wang, Tao; Jia, Ximeng - In: International review of financial analysis 90 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014470329