1. A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure. (2nd July 2014) Authors: Tang, Le; Ling, Aifan Other Names: Wang Guangchen Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure. (31st March 2014) Authors: Ling, Aifan; Tang, Le Other Names: Huang Chuangxia Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A Trend-Switching Financial Time Series Model with Level-Duration Dependence. (25th December 2012) Authors: Wang, Qingsheng; Ling, Aifan; Huang, Tao; Jiang, Yong; Chen, Min Other Names: Hong Wei-Chiang Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2012(2012) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Network hype and asset pricing of cryptocurrencies: evidence based on a Google-attention approach. (7th September 2021) Authors: Ling, Aifan; Zhu, Zhikai Journal: International journal of blockchains and cryptocurrencies Issue: Volume 2:Number 1(2021) Page Start: 19 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗