BAI, ZHIDONG and LIU, HUIXIA and WONG, WING-KEUNG (2016): Making Markowitz's Portfolio Optimization Theory Practically Useful.
Hui, Yongchang and Wong, Wing-Keung and BAI, ZHIDONG and Zhu, Zhen-Zhen (2017): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application. Forthcoming in: Journal of the Korean Statistical Society (2017)
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