Mean-VaR Portfolio: An Empirical Analysis of Price Forecasting of the Shanghai and Shenzhen Stock Markets

Ximei Liu, Zahid Latif, Daoqi Xiong, Sehrish Khan Saddozai, Kaif Ul Wara. Mean-VaR Portfolio: An Empirical Analysis of Price Forecasting of the Shanghai and Shenzhen Stock Markets. JIPS, 15(5):1201-1210, 2019. [doi]

Authors

Ximei Liu

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Zahid Latif

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Daoqi Xiong

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Sehrish Khan Saddozai

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Kaif Ul Wara

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