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    • What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion
    • Economic Recessions, Financial Disclosure, and Market Response: Evidence from Form 10-K, 10-Q, and Earnings Call Transcripts
    • Post-Earnings Announcement Drift, Systemic Shock, and Limited Attention: Evidence from COVID-19 Pandemic
    • Non-Pecuniary Preferences, Adverse Selection, and Moral Hazard in P2P Lending: Evidence from Lending Club
    • The Lens of Green Focus: Herding Behavior in the U.S. REITs Market
    • Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts
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    • Pricing Renewable Energy Certificate: Evidence from Taiwan Market (T-REC)
    • Universal Portfolio with Side Information
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Universal Portfolio with Side Information

Sep 1, 2024·
Dongjie Oliver Fang
Dongjie Oliver Fang
,
Weidong Tian
,
I-Hsuan Ethan Chiang
,
Shih-Kuei Lin
· 0 min read
Last updated on Sep 1, 2024
Universal Portfolio FinTech Portfolio Management
Dongjie Oliver Fang
Authors
Dongjie Oliver Fang
Ph.D. Student in Finance
← Pricing Renewable Energy Certificate: Evidence from Taiwan Market (T-REC) Sep 1, 2024

© 2025 Oliver Fang. This work is licensed under CC BY NC ND 4.0

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