1. A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model: Illustrated with a China portfolio. Issue 4 (19th November 2018) Authors: Deng, Qi Journal: China finance review international Issue: Volume 8:Issue 4(2018) Page Start: 453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model: Illustrated with a China portfolio. Issue 4 (28th March 2018) Authors: Deng, Qi Journal: China finance review international Issue: Volume 8:Issue 4(2018) Page Start: 453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A penalized expected risk criterion for portfolio selection. Issue 3 (19th August 2019) Authors: Luo, Ronghua; Liu, Yi; Lan, Wei Journal: China finance review international Issue: Volume 9:Issue 3(2019) Page Start: 386 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A penalized expected risk criterion for portfolio selection. Issue 3 (25th January 2019) Authors: Luo, Ronghua; Liu, Yi; Lan, Wei Journal: China finance review international Issue: Volume 9:Issue 3(2019) Page Start: 386 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A survey of reverse mergers in the Chinese stock market. Issue 1 (18th February 2019) Authors: Xin, Qingquan; Li, Ruitao; Wong, Sonia Journal: China finance review international Issue: Volume 9:Issue 1(2019) Page Start: 5 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A survey of reverse mergers in the Chinese stock market. Issue 1 (24th January 2019) Authors: Xin, Qingquan; Li, Ruitao; Wong, Sonia Journal: China finance review international Issue: Volume 9:Issue 1(2019) Page Start: 5 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. An Empirical Study on the Correlation Structure of Credit Spreads based on the Dynamic and Pair Copula Functions. Issue 3 (15th August 2016) Authors: Luo, Changqing; Li, Mengzhen; Ouyang, Zisheng Editors: Chen, Gongmeng; Zhu, Qi Journal: China finance review international Issue: Volume 6:Issue 3(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions. Issue 3 (15th August 2016) Authors: Luo, Changqing; Li, Mengzhen; Ouyang, Zisheng Journal: China finance review international Issue: Volume 6:Issue 3(2016) Page Start: 284 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Analysis of capital structure stability of listed firms in China. Issue 2 (14th August 2019) Authors: Kyissima, Kelvin Henry; Xue, Gong Zhang; Yapatake Kossele, Thales Pacific; Abeid, Ahmed Ramadhan Journal: China finance review international Issue: Volume 10:Issue 2(2020) Page Start: 213 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Analysis of capital structure stability of listed firms in China. Issue 2 (27th August 2019) Authors: Kyissima, Kelvin Henry; Xue, Gong Zhang; Yapatake Kossele, Thales Pacific; Abeid, Ahmed Ramadhan Journal: China finance review international Issue: Volume 10:Issue 2(2020) Page Start: 213 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗