Browsing by Author Fan, Jianqing
Showing results 45 to 47 of 47
< previous
Publication Date | Article Title | Author(s) |
---|---|---|
Jun-2012 | Vast Portfolio Selection With Gross-Exposure Constraints | Fan, Jianqing; Zhang, Jingjin; Yu, Ke |
Mar-2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | Fan, Jianqing; Li, Yingying; Yu, Ke |
Oct-2016 | What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? | Fan, Jianqing; Imerman, Michael B; Dai, Wei |