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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
作者:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
收藏  |  浏览/下载：15/0  |  提交时间：2021/01/16
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:  Liu, Bing-Yue;  Ji, Qiang;  Nguyen, Duc Khuong;  Fan, Ying
收藏  |  浏览/下载：5/0  |  提交时间：2021/01/16
Forecasting downside risk in China's stock market based on high-frequency data 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 517, 页码: 530-541
作者:  Xie, Nan;  Wang, Zongrun*;  Chen, Sicen;  Gong, Xu
收藏  |  浏览/下载：15/0  |  提交时间：2019/12/03
A Nonlinear Interval Portfolio Selection Model and Its Application in Banks 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 页码: 696-733
作者:  Yan, Dawen;  Hu, Yaxing;  Lai, Kinkeung
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/02
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
收藏  |  浏览/下载：31/0  |  提交时间：2018/07/30
Does Accounting Conservatism Mitigate the Shortcomings of CEO Overconfidence? 期刊论文
ACCOUNTING REVIEW, 2017, 卷号: 92, 期号: 6, 页码: 77-101
作者:  Hsu, Charles;  Novoselov, Kirill E.;  Wang, Rencheng
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
Dynamic mean-VaR portfolio selection in continuous time 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 10, 页码: 1631-1643
作者:  Zhou, Ke;  Gao, Jiangjun;  Li, Duan;  Cui, Xiangyu
收藏  |  浏览/下载：6/0  |  提交时间：2019/08/22
DYNAMIC MEAN-LPM AND MEAN-CVAR PORTFOLIO OPTIMIZATION IN CONTINUOUS-TIME 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 3, 页码: 1377-1397
作者:  Gao, Jianjun;  Zhou, Ke;  Li, Duan;  Cao, Xiren
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
SCALED AND STABLE MEAN-VARIANCE-EVaR PORTFOLIO SELECTION STRATEGY WITH PROPORTIONAL TRANSACTION COSTS 期刊论文
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, 2017, 卷号: 18, 页码: 561-584
作者:  Atta Mills, Ebenezer Fiifi Emire;  Yu, Bo;  Yu, Jie
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/03
Investigating the risk-return trade-off for crude oil futures using high-frequency data 期刊论文
Applied Energy, 2017, 卷号: 196, 页码: 152-161
作者:  Gong, Xu;  Wen, Fenghua;  Xia, X. H.*;  Huang, Jianbai;  Pan, Bin*
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/03

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