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~subject:"Portfolio selection"
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Portfolio selection
China
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Yang, Chunpeng
11
Hu, Xiaoyi
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Wei, Pengyu
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Xie, Jun
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Yang, Charles
2
Zhou, Liyun
2
Chi, Jun
1
Ding, Zhuanxin
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Fang, Libing
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Gupta, Rakesh
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Li, Jinfang
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Lv, Fei
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Martin, R. Douglas
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Yang, Cai
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Yang, Chaojun
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Yang, Junhao
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
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Australian economic papers
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
Optimal investment for defined-contribution pension plans under money illusion
Wei, Pengyu
;
Yang, Charles
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 729-753
Persistent link: https://www.econbiz.de/10014342057
Saved in:
3
Diversification into emerging markets : an Australian and the US perspective using a time-varying approach
Gupta, Rakesh
;
Yang, Junhao
;
Jithendranathan, Thadavillil
- In:
Australian economic papers
56
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011788991
Saved in:
4
Investor sentiment, extrapolation and asset pricing
Wu, Huihui
;
Yang, Chunpeng
- In:
Romanian journal of economic forecasting
25
(
2022
)
4
,
pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
Saved in:
5
Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? : Evidence from the time-frequency domain approach
Yang, Cai
;
Wang, Xinyi
;
Wang, Gao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013534186
Saved in:
6
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
7
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
Saved in:
8
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
9
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun
;
Yang, Chunpeng
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
Saved in:
10
Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng
;
Zhou, Liyun
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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