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The downside risk and equity evaluation : emerging market evidence

Chen, Jianguo; Chen, Dar-hsin - In: Journal of emerging market finance 3 (2004) 1, pp. 77-93

Persistent link: https://www.econbiz.de/10002073289

Optimal leveraged portfolio selection under quasi-elastic market impact

Edirisinghe, Chanaka; Chen, Jingnan; Jeong, Jaehwan - In: Operations research 71 (2023) 5, pp. 1558-1576

Persistent link: https://www.econbiz.de/10014393151

Dynamic changes and multi-dimensional evolution of portfolio optimization

Zhou, Wei; Zhu, Wenqiang; Chen, Yan; Chen, Jin - In: Economic research 35 (2022) 1,2, pp. 1431-1456

Persistent link: https://www.econbiz.de/10014380885

Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage

Calice, Giovanni; Chen, Jing; Williams, Julian M. - In: The European journal of finance 19 (2013) 9/10, pp. 815-840

Persistent link: https://www.econbiz.de/10010245655

A novel micro-population immune multiobjective optimization algorithm

Lin, Qiuzhen; Chen, Jianyong - In: Computers & operations research : and their … 40 (2013) 6, pp. 1590-1601

Persistent link: https://www.econbiz.de/10009751547

Downside risk measures and equity returns in the NYSE

Chen, Dar-hsin; Chen, Chun-Da; Chen, Jianguo - In: Applied economics 41 (2009) 7/9, pp. 1055-1070

Persistent link: https://www.econbiz.de/10003842299

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Persistent link: https://www.econbiz.de/10010515948

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10010481119

Country and sector effects in Asia Pacific markets

Chen, Jianguo; Zhang, Yang; Marshall, Ben R. - In: Asia Pacific financial markets in comparative …, (pp. 179-197). 2005

Persistent link: https://www.econbiz.de/10003282335

From secondary innovation to total innovation management : with the case of small and medium enterprises

Xu, Qingrui; Chen, Jin; Guo, Bin; Chen, Litian - In: International journal of Chinese culture and management … 2 (2009) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10003849744