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~subject:"Portfolio selection"
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Portfolio selection
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Zhang, Xili
5
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Best, Michael J.
1
Chen, Yunxia
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
9
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1
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Zhang, Wei-guo
;
Zhang, Xili
;
Chen, Yunxia
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10009404709
Saved in:
2
Multi-period portfolio optimization under possibility measures
Zhang, Xili
;
Zhang, Weiguo
;
Xiao, Weilin
- In:
Economic modelling
35
(
2013
),
pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
Saved in:
3
Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui
;
Zhang, Wei-guo
;
Yao, Zheng
;
Zhang, Xili
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
Saved in:
4
Loss-aversion with kinked linear utility functions
Best, Michael J.
;
Grauer, Robert R.
;
Hlouskova, Jaroslava
; …
- In:
Computational economics
44
(
2014
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10010396232
Saved in:
5
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
6
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
Saved in:
7
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
8
A strategic asset pricing model for relative performance concern
Yu, Jianfeng
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1764-1778
Persistent link: https://www.econbiz.de/10011824756
Saved in:
9
Modeling for project portfolio benefit prediction via a GA-BP neural network
Tian, Yuanyuan
;
Bai, LiBiao
;
Wei, Lan
;
Zheng, Kanyin
; …
- In:
Technological forecasting & social change : an …
183
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013473200
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