Cui, Jinxin; Zou, Huiwen Coherence, connectedness, dynamic linkages among oil and China’s sectoral commodities with portfolio implications. (English) Zbl 1495.91104 J. Syst. Sci. Complex. 35, No. 3, 1052-1097 (2022). MSC: 91G10 PDFBibTeX XMLCite \textit{J. Cui} and \textit{H. Zou}, J. Syst. Sci. Complex. 35, No. 3, 1052--1097 (2022; Zbl 1495.91104) Full Text: DOI
Yang, Shuquan; Jia, Zhaoli; Wu, Qianqian; Wu, Huojun Homotopy analysis method for portfolio optimization problem under the 3/2 model. (English) Zbl 1460.91256 J. Syst. Sci. Complex. 34, No. 3, 1087-1101 (2021). MSC: 91G10 55P99 91G80 PDFBibTeX XMLCite \textit{S. Yang} et al., J. Syst. Sci. Complex. 34, No. 3, 1087--1101 (2021; Zbl 1460.91256) Full Text: DOI
Qiao, Kenan; Liu, Zhengyang; Huang, Bai; Sun, Yuying; Wang, Shouyang Brexit and its impact on the US stock market. (English) Zbl 1460.91266 J. Syst. Sci. Complex. 34, No. 3, 1044-1062 (2021). MSC: 91G15 62P05 PDFBibTeX XMLCite \textit{K. Qiao} et al., J. Syst. Sci. Complex. 34, No. 3, 1044--1062 (2021; Zbl 1460.91266) Full Text: DOI
Wang, Zhaoyuan; Liu, Shancun; Yang, Haijun; Wu, Harris An agent-based approach for time-series momentum and reversal. (English) Zbl 1447.91172 J. Syst. Sci. Complex. 33, No. 2, 461-474 (2020). MSC: 91G15 PDFBibTeX XMLCite \textit{Z. Wang} et al., J. Syst. Sci. Complex. 33, No. 2, 461--474 (2020; Zbl 1447.91172) Full Text: DOI
Gao, Yang; Wang, Mingjin; Wang, Yaojun New moment estimators of the effective spread based on daily high and low prices. (English) Zbl 1429.91304 J. Syst. Sci. Complex. 32, No. 6, 1693-1726 (2019). MSC: 91G15 PDFBibTeX XMLCite \textit{Y. Gao} et al., J. Syst. Sci. Complex. 32, No. 6, 1693--1726 (2019; Zbl 1429.91304) Full Text: DOI
Zhou, Shifei; Wang, Hao; Yen, Jerome; Lai, Kin Keung Bi-cubic B-spline fitting-based local volatility model with mean reversion process. (English) Zbl 1411.91631 J. Syst. Sci. Complex. 29, No. 1, 119-132 (2016). MSC: 91G60 65D07 PDFBibTeX XMLCite \textit{S. Zhou} et al., J. Syst. Sci. Complex. 29, No. 1, 119--132 (2016; Zbl 1411.91631) Full Text: DOI
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. (English) Zbl 1333.91055 J. Syst. Sci. Complex. 28, No. 6, 1412-1425 (2015). MSC: 91G20 60J60 91B70 91G60 PDFBibTeX XMLCite \textit{Z. Jia} et al., J. Syst. Sci. Complex. 28, No. 6, 1412--1425 (2015; Zbl 1333.91055) Full Text: DOI
Jia, Zhaoli; Zhang, Shuguang Pricing convertible bonds and change of probability measure. (English) Zbl 1295.91089 J. Syst. Sci. Complex. 26, No. 6, 968-977 (2013). MSC: 91G20 91B70 PDFBibTeX XMLCite \textit{Z. Jia} and \textit{S. Zhang}, J. Syst. Sci. Complex. 26, No. 6, 968--977 (2013; Zbl 1295.91089) Full Text: DOI
Goncalves, Carlos Pedro Quantum financial economics – risk and returns. (English) Zbl 1282.91252 J. Syst. Sci. Complex. 26, No. 2, 187-200 (2013). MSC: 91B80 91B70 PDFBibTeX XMLCite \textit{C. P. Goncalves}, J. Syst. Sci. Complex. 26, No. 2, 187--200 (2013; Zbl 1282.91252) Full Text: DOI arXiv
He, Chaolin; Meng, Weidong Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process. (English) Zbl 1269.93133 J. Syst. Sci. Complex. 25, No. 5, 896-908 (2012). MSC: 93E20 91G10 PDFBibTeX XMLCite \textit{C. He} and \textit{W. Meng}, J. Syst. Sci. Complex. 25, No. 5, 896--908 (2012; Zbl 1269.93133) Full Text: DOI
Li, Hongquan; Wang, Shouyang; Shang, Wei Heterogeneity, nonlinearity and endogenous market volatility. (English) Zbl 1338.93052 J. Syst. Sci. Complex. 24, No. 6, 1130-1142 (2011). MSC: 93A30 91G80 93E03 93C10 PDFBibTeX XMLCite \textit{H. Li} et al., J. Syst. Sci. Complex. 24, No. 6, 1130--1142 (2011; Zbl 1338.93052) Full Text: DOI