Huanjun Zhu

Xiamen University

Xiamen, Fujian 361005

China

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability

Number of pages: 54 Posted: 29 Oct 2022

Wenfeng He, Xiaoling Mei, Wei Zhong and Huanjun Zhu

Xiamen University - School of Economics, Xiamen University-Department of Finance, School of Economics and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University

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2.

AR-sieve Bootstrap for High-dimensional Time Series

Number of pages: 69 Posted: 07 Dec 2021

Daning Bi, Han Lin Shang, Yanrong Yang and Huanjun Zhu

Hunan University, Macquarie University, The Australian National University and Xiamen University

Downloads 79 (823,616)

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