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Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues Journal article
Shi, Fangquan, Shu, Lianjie, Yang, Aijun, He, Fangyi. Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues[J]. Journal of Financial and Quantitative Analysis, 2020, 55(8), 2700-2731.
Authors:  Shi, Fangquan;  Shu, Lianjie;  Yang, Aijun;  He, Fangyi
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:3.7/4.7 | Submit date：2021/12/07
Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Fangquan Shi, Lianjie Shu, Aijun Yang, Fangyi He. Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues[J]. Journal of Financial and Quantitative Analysis, 2019, 55(8), 2700-2731.
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:3.7/4.7 | Submit date：2019/12/10
A new type of change-detection scheme based on the window-limited weighted likelihood ratios Journal article
Fangyi He, Tiantian Mao, Taizhong Hu, Lianjie Shu. A new type of change-detection scheme based on the window-limited weighted likelihood ratios[J]. EXPERT SYSTEMS WITH APPLICATIONS, 2018, 94, 149-163.
Authors:  Fangyi He;  Tiantian Mao;  Taizhong Hu;  Lianjie Shu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:7.5/7.6 | Submit date：2018/10/30
Statistical Distance  Statistical Process Control  Signal Detection  Generalized Likelihood Ratio  Weighted Likelihood Ratio  Stochastic Order  
Improved Self-Starting Control Charts for Short Runs Journal article
Fangyi He, Wei Jiang, Lianjie Shu. Improved Self-Starting Control Charts for Short Runs[J]. Quality Technology & Quantitative Management, 2008, 5(3), 289-308.
Authors:  Fangyi He;  Wei Jiang;  Lianjie Shu
Favorite | TC[Scopus]:0  IF:2.3/2.1 | Submit date：2019/11/29
Average Run Length  Bias  Variance Estimation