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Yizhan Shu
Yizhan Shu
PhD Candidate, Princeton University
Verified email at princeton.edu - Homepage
Title
Cited by
Cited by
Year
Identifying patterns in financial markets: Extending the statistical jump model for regime identification
AO Aydınhan, PN Kolm, JM Mulvey, Y Shu
Annals of Operations Research, 1-37, 2024
112024
Downside risk reduction using regime-switching signals: a statistical jump model approach
Y Shu, C Yu, JM Mulvey
Journal of Asset Management, 1-15, 2024
6*2024
Dynamic asset allocation with asset-specific regime forecasts
Y Shu, C Yu, JM Mulvey
Annals of Operations Research, 1-34, 2024
32024
Dynamic Factor Allocation Leveraging Regime-Switching Signals
Y Shu, JM Mulvey
arXiv preprint arXiv:2410.14841, 2024
2024
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Articles 1–4