| . |
Liu, Huixia's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,517 |
Total
Citations
54 |
|
|
|
|
|
1.
|
|
|
Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
|
| Posted: |
|
08 May 06
|
|
Last Revised:
|
|
30 Nov 10
|
|
2,165
(2,516)
|
|
|
| |
|
| |
Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method
|
|
|
2.
|
|
|
Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
|
|
183
(82,382)
|
17
|
|
| |
|
| |
Self-Financing Portfolios, Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method
|
|
|
3.
|
|
Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bai, Zhidong
Northeast Normal University Li, Hua
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing‐Keung
affiliation not provided to SSRN
|
|
Posted:
|
|
20 Nov 07
|
|
Last Revised:
|
|
20 Jun 11
|
|
167
(89,700)
|
10
|
|
|
|
|
Bai, Zhidong
Northeast Normal University Li, Hua
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing‐Keung
affiliation not provided to SSRN
|
|
2
|
10
|
|
| |
|
| |
Hypothesis testing, Markowitz stochastic dominance, Prospect stochastic dominance, Risk averse, Risk seeking, RS‐shaped utility function, S‐shaped utility function, Test statistics
|
|
|
|
|
|
|
Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Li, Hua
Northeast Normal University
|
| Posted: |
|
20 Nov 07
|
|
Last Revised:
|
|
02 Oct 10
|
|
165
|
10
|
|
| |
|
| |
Prospect stochastic dominance, Markowitz stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function, test statistics, hypothesis testing
|
|
|
|
|
|
4.
|
|
|
Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
|
|
2
(339,013)
|
27
|
|
| |
|
| |
|
|
Records 1 -
4
of 4 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.172 seconds
|
