Yingwei Han

School of Economics and Management,China University of Geosciences, Beijing

NO. 29, Xueyuan Road, Haidian District

Beijing, 100083

China

SCHOLARLY PAPERS

2

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1,055

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

Does Green Bond Improve Portfolio Diversification? Evidence From China

Number of pages: 26 Posted: 01 Mar 2022
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 462 (117,569)

Abstract:

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Green bonds; Asset allocation; Portfolio diversification; Out-of-sample performance

Does Green Bond Improve Portfolio Diversification? Evidence from China

Number of pages: 24 Posted: 01 Jul 2020 Last Revised: 08 Jun 2021
Yingwei Han, Ping Li and Sanmang Wu
School of Economics and Management,China University of Geosciences, Beijing, Beihang University (BUAA) - School of Economic and Management Science and China University of Geosciences (CUG)
Downloads 402 (138,529)

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Green bond; Asset allocation; Portfolio strategies

2.

Robust Portfolio Selection Using Vine Copulas

Number of pages: 12 Posted: 28 Nov 2020
Yingwei Han and Ping Li
School of Economics and Management,China University of Geosciences, Beijing and Beihang University (BUAA) - School of Economic and Management Science
Downloads 191 (297,558)
Citation 3

Abstract:

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Robust optimization,Conditional Value at Risk, Dependence structures,Vine copulas