output
20072026
most citedCaveats for the use of Web of Science Core Collection in old literature retrieval and historical bibliometric analysis

89 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2016 · q-fin.STShow all

2 papers · 2 filters

q-fin.ST2016★ 72 cited

Dynamic portfolio strategy using clustering approach

Fei Ren, Ya-Nan Lu, Sai-Ping Li +3

The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying struct…

q-fin.ST2016★ 3 cited

Dynamic structure of stock communities: A comparative study between stock returns and turnover rates

Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li +2

The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study t…