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Weina Zhang
Information about the author Weina Zhang will soon be added to the site.
Found
2 papers
in total
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The Information Value of Credit Rating Action Reports: A Textual Analysis
2016
We examine whether Standard & Poor’s (S&P) credit rating action reports...
Portfolio value‐at‐risk optimization for asymmetrically distributed asset returns
2012
We propose a new approach to portfolio optimization by separating asset return...
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