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Restricting pay gap backfires : the case of bank misconduct

Jiao, Anqi; Sun, Ran; Liu, Chunbo - In: Finance research letters 61 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014490631

Touched by quakes : mortality salience and corporate philanthropy

Jiao, Anqi; Ren, Honglin; Sun, Ran - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3371-3386

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ESG and stock price crash risk revisited : evidence from mandatory ESG disclosure policy in China

Hao, Jing; Sun, Ran; Gong, Xu; Zhu, Xiaoyu - In: Pacific-Basin finance journal 91 (2025), pp. 1-17

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On infectious model for dependent defaults

Ching, Wai Ki; Gud, Jia-Wen; Li, Xiaoyue; Siuf, Tak-Kuen; … - In: Risk and decision analysis 6 (2017) 4, pp. 249-261

Persistent link: https://www.econbiz.de/10011925099

Multi-period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks

Uysal, Sinem; Li, Xiaoyue; Mulvey, John M. - 2021

We employ model predictive control for a multi-period portfolio optimization problem. In addition to the mean-variance objective, we construct a portfolio whose allocation is given by model predictive control with a risk-parity objective, and provide a successive convex program algorithm that...

Persistent link: https://www.econbiz.de/10013242836

An approach for optimising the fixturing configuration in flexible machining fixtures

Li, Xiaoyue; Yang, Yinfei; Li, Liang; Shi, Yaowen; … - In: International journal of production research 59 (2021) 20, pp. 6223-6240

Persistent link: https://www.econbiz.de/10012652720

Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks

Li, Xiaoyue; Uysal, A. Sinem; Mulvey, John M. - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1158-1176

Persistent link: https://www.econbiz.de/10013207254

Temporary price deviation, limited attention and information acquisition in the stock market

Li, Xiaoyue - 2014

Persistent link: https://www.econbiz.de/10010355421

Bioethanol supply chain system planning under supply and demand uncertainties

Chen, Chien-wei; Fan, Yueyue - In: Transportation research / E : an international journal 48 (2012) 1, pp. 150-164

Persistent link: https://www.econbiz.de/10009387206

Multistage system planning for hydrogen production and distribution

Huang, Yongxi; Fan, Yueyue; Johnson, Nils - In: Networks and spatial economics : a journal of … 10 (2010) 4, pp. 455-472

Persistent link: https://www.econbiz.de/10009302335