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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

Persistent link: https://www.econbiz.de/10003577514

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

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 - 2023

This study utilizes the upper echelons and time orientation theoretical frameworks to analyze the impact of managers' temporal disposition on financial asset allocation within corporations. Through textual analysis and panel data analysis, the study demonstrates a positive correlation between...

Persistent link: https://www.econbiz.de/10014354966

Robust portfolio selection for index tracking

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

Persistent link: https://www.econbiz.de/10010217456

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

Persistent link: https://www.econbiz.de/10014552526

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

Chen, Chen; Lu, Xiaomeng; Zhang, Yixing - In: Pacific-Basin finance journal 82 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463588

Mean-variance portfolio selection with estimation risk and transaction costs

Mei, Xiaoling; Zhu, Huanjun; Chen, Chongzhu - In: Applied economics 55 (2023) 13, pp. 1436-1453

Persistent link: https://www.econbiz.de/10013554924

CVaR prediction model of the investment portfolio based on the convolutional neural network facilitates the risk management of the financial market

Wu, Zheng; Qiao, Yan; Huang, Shuai; Liu, HsienChen - In: Journal of global information management 30 (2022) 7, pp. 1-19

Persistent link: https://www.econbiz.de/10012800070

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

Persistent link: https://www.econbiz.de/10014342327

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

Shen, Jiancheng; Chen, Chen; Liu, Zheng - In: The journal of financial research : the journal of the … 46 (2023), pp. 107-131

Persistent link: https://www.econbiz.de/10014477825