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Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
收藏  |  浏览/下载:154/0  |  提交时间:2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms