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Portfolio choice with skewness preference and wealth-dependent risk aversion 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Mu, Congming;  Tian, Weidong;  Yang, Jinqiang
收藏  |  浏览/下载:21/0  |  提交时间:2019/08/22
Financial Asset Allocations and R&D Activities: Evidence from China's Listed Companies 期刊论文
EMERGING MARKETS FINANCE AND TRADE, 2019, 卷号: 55, 期号: 3, 页码: 531-544
作者:  
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors 期刊论文
IEEE Transactions on Computational Social Systems, 2019, 卷号: 6, 期号: 1, 页码: 73-81
作者:  Wang, Jia;  Zhou, Mengchu;  Guo, Xiwang;  Qi, Liang
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2018, 卷号: 43, 期号: 2, 页码: 347-376
作者:  Jin, Xing;  Luo, Dan;  Zeng, Xudong
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
Asset prices and economic fluctuations: The implications of stochastic volatility 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 128-140
作者:  Chen, Junping;  Xiong, Xiong;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
The Research of Household Asset Allocation Model Based on Life Cycle Theory 会议论文
PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01
作者:  Liu Yan-wen;  Yang Ye-qing
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/02
Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 61
作者:  Li, Shaoyu;  Wei, Lijia;  Xu, Zhiwei
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/05
中国家庭金融资产配置及动态调整 The Dynamic Adjustment of Chinese Households' Financial Asset Allocation 期刊论文
2016, 卷号: 0, 页码: 95-110
作者:  徐佳[1];  谭娅[2]
收藏  |  浏览/下载:10/0  |  提交时间:2019/11/30
Multi-factor volatility and stock returns 期刊论文
JOURNAL OF BANKING & FINANCE, 2015, 卷号: 61, 页码: S132-S149
作者:  He, Zhongzhi (Lawrence);  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Dynamic factors and asset pricing: International and further US evidence 期刊论文
PACIFIC-BASIN FINANCE JOURNAL, 2015, 卷号: 32, 页码: 21-39
作者:  (Lawrence) He, Zhongzhi;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22


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