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~subject:"Portfolio selection"
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Portfolio selection
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ECONIS (ZBW)
16
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1
Genetic algorithm-based multi-criteria project portfolio selection
Yu, Lean
;
Wang, Shouyang
;
Wen, Fenghua
;
Lai, Kin Keung
-
2012
Persistent link: https://www.econbiz.de/10009625157
Saved in:
2
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Saved in:
3
Risk compensation and market returns : the role of investor sentiment in the stock market
He, Zhifang
;
He, Linjie
;
Wen, Fenghua
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
3
,
pp. 704-718
Persistent link: https://www.econbiz.de/10012210569
Saved in:
4
Heterogeneous institutional investors, short selling and stock price crash risk : evidence from China
Wen, Fenghua
;
Xu, Longhao
;
Chen, Bin
;
Xia, Xiaohua
;
Li, …
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
12
,
pp. 2812-2825
Persistent link: https://www.econbiz.de/10012312682
Saved in:
5
Some improved sparse and stable portfolio optimization problems
Dai, Zhifeng
;
Wen, Fenghua
- In:
Finance research letters
27
(
2018
),
pp. 46-52
Persistent link: https://www.econbiz.de/10012006736
Saved in:
6
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
7
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
8
The contrarian strategy of institutional investors in Chinese stock market
Wen, Fenghua
;
Zou, Qian
;
Wang, Xiong
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336183
Saved in:
9
Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Chen, Ying
;
Zhu, Xuehong
;
Chen, Jinyu
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350006
Saved in:
10
Quantile connectedness between energy, metal, and carbon markets
Chen, Jinyu
;
Liang, Zhipeng
;
Ding, Qian
;
Liu, Zhenhua
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013455145
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