Table of contents
Household life‐cycle asset allocation and background risk of labor income
Mingchao Cai, Jun Zhao, Rulu Pan, Haozhi HuangThe purpose of this paper is to empirically analyze the relationship between risky asset allocation and background risk of Chinese residents.
Towards optimal portfolio strategy to control maximum drawdown: The case of risk based dynamic asset allocation
Zhaoji (George) Yang, Liang ZhongThe purpose of this paper is to present a discrete quantitative trading strategy to directly control a portfolio's maximum percentage of drawdown losses while trying to maximize…
Optimal investing stopping in stochastic environment
Shuang Xu, Ran ZhangThe purpose of this paper is to investigate how to determine optimal investing stopping time in a stochastic environment, such as with stochastic returns, stochastic interest rate…
An empirical study of the pricing of reverse floating interest rate‐linked products
Yi‐xiang Tian, Qiu‐ping Yang, Jing‐tao YuanReverse floating interest rate‐linked structured products are important innovative products for investors to achieve a relatively high yield at low interest rates, and the…
Busy boards and corporate performance
Xianwei Lu, Jianqiong Wang, Dayong DongThe purpose of this paper is to analyze and examine the relationship between busy boards and corporate performance in China.
ISSN:
2044-1398e-ISSN:
2044-1401ISSN-L:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li