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q-fin.PM2026
Stock Investment: The p-index Approach
Xinzhao Xie, Bopei Nie, Kuo-Ping Chang
This paper has used European put option to construct the p-index risk measure to evaluate the performance of different investment strategies in China's SSE 50 index and the US SP50…
q-fin.PM2025
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
Jing Li, Bowei Guo, Xinqi Xie +1
The empirical results have shown that firstly, with one-week holding period and reinvesting, for SSE Composite Index stocks, the highest p-ratio investment strategy produces the la…