Yunbi An
From MaRDI portal
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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