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Liquidity-Driven Dynamic Asset Allocation

Xiong, James X. - 2016

We propose a model of portfolio selection that adjusts an investors' portfolio allocation in accordance with changing market liquidity environments and market conditions. We found that market liquidity provides a useful “leading indicator” in dynamic asset allocation. Specifically, market...

Persistent link: https://www.econbiz.de/10013007801

Risk-based dynamic asset allocation with extreme tails and correlations

Wang, Peng; Sullivan, Rodney N.; Ge, Yizhi - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 26-42

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Low-volatility cycles : the influence of valuation and momentum on low-volatility portfolios

Garcia-Feijóo, Luis; Kochard, Lawrence; Sullivan, Rodney N. - In: Financial analysts' journal : FAJ 71 (2015) 3, pp. 47-60

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How index trading increases market vulnerability

Sullivan, Rodney N.; Xiong, James X. - In: Financial analysts' journal : FAJ 68 (2012) 2, pp. 70-84

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Foreign institutional investor trading in Chinese A-share markets

Wang, Peng - In: Managerial finance 40 (2014) 10, pp. 1007-1023

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Superior firm performance under conditional communication between top hierarchy and the subordinates

Wang, Peng - In: Economic modelling 90 (2020), pp. 516-526

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Family-friendly employment practices : importance and effects in India, Kenya and China

Wang, Peng; Lawler, John J.; Shi, Kan; Walumbwa, Fred; … - In: The global diffusion of human resource practices : …, (pp. 235-265). 2008

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Risk-averse reliability optimisation in electronic product design with component and non-component failures

Jin, Tongdan; Liao, Haitao; Wang, Peng - In: International journal of product development : IJPD 5 (2008) 1/2, pp. 93-108

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Linking top management's HR focus to innovation : the role of ownership structures and high-performance work systems

Wang, Peng; Chen, Xiaoping; Lawler, John J. - In: International journal of human resource management 35 (2024) 13, pp. 2259-2282

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Expanding capacity for learning and transformation : a new look from human resource configurations towards product innovation in the healthcare industry

Mehralian, Gholamhossein; Heidarian Ghaleh, Hossein; … - In: British journal of management 35 (2024) 3, pp. 1247-1261

Persistent link: https://www.econbiz.de/10015149655