Yunbi An

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Enhanced indexation: can volatility timing improve portfolio performance?
Quantitative Finance
2025-07-18Paper
Proper fund size: a perspective from both investors and fund managers
Quantitative Finance
2022-05-27Paper
The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets
Quantitative Finance
2021-06-02Paper
Pricing corporate bonds with credit risk, liquidity risk, and their correlation
Discrete Dynamics in Nature and Society
2021-04-15Paper
HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS
International Journal of Theoretical and Applied Finance
2007-07-18Paper


Research outcomes over time


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