成果与出版物
教授学生共同参与
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A hybrid two-stage robustness approach to portfolio construction under uncertainty
Portfolio selectionData envelopment analysisPortfolio optimizationEntropic Value-at-RiskHybrid model -
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Optimal lifetime income annuity without bequest: Single and annual premiums
PremiumsAnnuitiesOptimal allocationRisk aversion -
Innovation links, information diffusion, and return predictability: Evidence from China
Innovation linkPatent citationInformation diffusionReturn predictability -
Measurement and determinants of innovation efficiency and its impact on asset prices
DEA modeldynamic SBM modelinnovation efficiencydeterminantsTobit regressionFama-MacBeth cross-sectional teststock returnsportfolio strategiesChina -
