Huixia Liu

Northeast Normal University

Changchun

China

SCHOLARLY PAPERS

4

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3,317

SSRN CITATIONS
Rank 9,849

SSRN RANKINGS

Top 9,849

in Total Papers Citations

23

CROSSREF CITATIONS

80

Scholarly Papers (4)

1.

Making Markowitz's Portfolio Optimization Theory Practically Useful

Number of pages: 45 Posted: 08 May 2006 Last Revised: 08 Oct 2016
Zhidong Bai, Huixia Liu and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 2,906 (4,058)
Citation 1

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Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method

2.

On the Markowitz Mean-Variance Analysis of Self-Financing Portfolios

Number of pages: 21 Posted: 19 Oct 2006 Last Revised: 18 Aug 2016
Zhidong Bai, Huixia Liu and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 215 (147,164)
Citation 27

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Self-Financing Portfolios, Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

Number of pages: 36 Posted: 20 Nov 2007 Last Revised: 02 Oct 2010
Northeast Normal University, Northeast Normal University, Asia University, Department of Finance and Northeast Normal University
Downloads 192 (163,492)
Citation 13

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Prospect stochastic dominance, Markowitz stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function, test statistics, hypothesis testing

Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications

The Econometrics Journal, Vol. 14, Issue 2, pp. 278-303, 2011
Number of pages: 26 Posted: 08 Jun 2011
Northeast Normal University, Northeast Normal University, Northeast Normal University and Hong Kong Baptist University (HKBU)
Downloads 2 (693,533)
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Hypothesis testing, Markowitz stochastic dominance, Prospect stochastic dominance, Risk averse, Risk seeking, RS‐shaped utility function, S‐shaped utility function, Test statistics

4.

Enhancement of the Applicability of Markowitz's Portfolio Optimization by Utilizing Random Matrix Theory

Mathematical Finance, Vol. 19, Issue 4, pp. 639-667, October 2009
Number of pages: 29 Posted: 21 Oct 2009
Zhidong Bai, Huixia Liu and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 2 (662,193)
Citation 3
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