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Aifan Ling · Study

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Aifan Ling

7 works· latest 2024· 2 institutionscluster: provisionalORCID 0000-0003-3854-5930

h-index7

i106

Citations213

Works here7

13

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Most cited in this library

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set2019 · 57 citations
When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?2023 · 47 citations
Robust two-stage stochastic linear optimization with risk aversion2016 · 39 citations
Robust tracking error portfolio selection with worst-case downside risk measures2013 · 32 citations
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market2023 · 20 citations

Works

7 shown

A robust financing theory of ICOs under demand uncertainty of products of token platforms

China Finance Review International·2024·2 authors·Open access

8citations

Bootstrap variable selection for corporate distress prediction: evidence from the Chinese manufacturing industry

Applied Economics·2024·5 authors

10citations

Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market

Pacific-Basin Finance Journal·2023·3 authors

20citations

When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?

Economic Modelling·2023·2 authors

47citations

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set

European Journal of Operational Research·2019·3 authors·Open access

57citations

Robust two-stage stochastic linear optimization with risk aversion

European Journal of Operational Research·2016·4 authors·Open access

39citations

Robust tracking error portfolio selection with worst-case downside risk measures

Journal of Economic Dynamics and Control·2013·2 authors

32citations