Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783540429159, 9783642559341

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Empirical Tests of CAPM for China’s Stock Markets

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_9 ◽

2002 ◽

pp. 163-175

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Stock Markets ◽

Empirical Tests

Download Full-text

Multi-period Investment

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_6 ◽

2002 ◽

pp. 105-127

Author(s):

Shouyang Wang ◽

Yusen Xia

Download Full-text

Portfolio Frontier with Different Interest Rates for Borrowing and Lending

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_5 ◽

2002 ◽

pp. 73-104

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Interest Rates

Download Full-text

Optimal Portfolio Selection of Assets with Transaction Costs and No Short Sales

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_4 ◽

2002 ◽

pp. 55-72 ◽

Cited By ~ 1

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Short Sales ◽

Optimal Portfolio Selection ◽

Selection Of

Download Full-text

Mean-Variance-Skewness Model for Portfolio Selection with Transaction Costs

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_7 ◽

2002 ◽

pp. 129-144

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Mean Variance

Download Full-text

A Model for Portfolio Selection with Order of Expected Returns

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_2 ◽

2002 ◽

pp. 23-38

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Portfolio Selection ◽

Expected Returns

Download Full-text

A Compromise Solution to Mutual Funds Portfolio Selection with Transaction Costs

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_3 ◽

2002 ◽

pp. 39-54

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Transaction Costs ◽

Mutual Funds ◽

Portfolio Selection ◽

Compromise Solution

Download Full-text

Criteria, Models and Strategies in Portfolio Selection

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_1 ◽

2002 ◽

pp. 1-22

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Portfolio Selection

Download Full-text

Capital Asset Pricing: Theory and Methodologies

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing ◽

10.1007/978-3-642-55934-1_8 ◽

2002 ◽

pp. 145-162

Author(s):

Shouyang Wang ◽

Yusen Xia

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing ◽

Capital Asset ◽

Asset Pricing Theory ◽

Pricing Theory

Download Full-text

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset PricingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Empirical Tests of CAPM for China’s Stock Markets

Multi-period Investment

Portfolio Frontier with Different Interest Rates for Borrowing and Lending

Optimal Portfolio Selection of Assets with Transaction Costs and No Short Sales

Mean-Variance-Skewness Model for Portfolio Selection with Transaction Costs

A Model for Portfolio Selection with Order of Expected Returns

A Compromise Solution to Mutual Funds Portfolio Selection with Transaction Costs

Criteria, Models and Strategies in Portfolio Selection

Capital Asset Pricing: Theory and Methodologies

Lecture Notes in Economics and Mathematical Systems - Portfolio Selection and Asset Pricing
Latest Publications