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The maximum-return-and-minimum-volatility effect : evidence from choosing risky and riskless assets to form a portfolio

Lv, Zhihui; Chu, Amanda M. Y.; Wong, Wing Keung; … - In: Risk management : an international journal 23 (2021) 1/2, pp. 97-122

Persistent link: https://www.econbiz.de/10012544573

Should Investors Choose Both the Highest-Return and Small-Variance Assets When the Mean-Variance Rule Says No? A Study of Health Care and T-Bill in the Investment

Lv, Zhihui - 2020

The high-speed growth of the health care sector has given this sector an increasingly important role in the stock market. This sector however has the highest mean in our study and a low correlation with the business cycle. On the other hand, T-Bill is also an important asset in investment...

Persistent link: https://www.econbiz.de/10012841796

Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

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Chiang, Thomas C. - In: Journal of economics & business 47 (1995) 4, pp. 335-351

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The monotonicity of the foreign exchange risk premium

Chiang, Thomas C. - In: Journal of international financial markets, … 3 (1993) 1, pp. 1-32

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Forecasting the treasury bill rate : a time-varying coefficient approach

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Risk and international parity conditions : a synthesis from consumption-based models

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Special issue: uncertainty and asset prices : evidence at times of COVID-19 and beyond

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Asymmetric return and volatility responses to composite news from stock markets

Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike Ka-pui - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210

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What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem

Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190

Persistent link: https://www.econbiz.de/10011293770