English | 繁體

Search in the results

UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
An enhanced factor model for portfolio selection in high dimensions Journal article
Shi, Fangquan, Shu, Lianjie, Gu, Xinhua. An enhanced factor model for portfolio selection in high dimensions[J]. Journal of Financial Ecnometrics, 2024, 22(1), 94-118.
Authors:  Shi, Fangquan;  Shu, Lianjie;  Gu, Xinhua
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.8/4.0 | Submit date：2022/08/31
Asset Allocation  Mixed Factors  Diagonally-dominant Covariances  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan,Min, Chen,Long, Zhang,Chun Yang, Peng,Hui. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan,Min;  Chen,Long;  Zhang,Chun Yang;  Peng,Hui
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.4/3.7 | Submit date：2021/03/09
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan M., Chen L., Zhang C.-Y., Peng H.. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | TC[WOS]:1 TC[Scopus]:2 | Submit date：2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model