Yunbi An
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Person:2663020
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Enhanced indexation: can volatility timing improve portfolio performance? Quantitative Finance | 2025-07-18 | Paper |
| Proper fund size: a perspective from both investors and fund managers Quantitative Finance | 2022-05-27 | Paper |
| The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets Quantitative Finance | 2021-06-02 | Paper |
| Pricing corporate bonds with credit risk, liquidity risk, and their correlation Discrete Dynamics in Nature and Society | 2021-04-15 | Paper |
| HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS International Journal of Theoretical and Applied Finance | 2007-07-18 | Paper |
Research outcomes over time
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