| Measuring and optimizing the risk and reward of green portfolios AW Lo, R Zhang, C Zhao The Journal of Impact and ESG Investing 3 (2), 55-93, 2022 | 7 | 2022 |
| High-frequency liquidity in the Chinese stock market: measurements, patterns, and determinants R Zhang, C Zhao, Y Chen, L Wu, Y Dai, E Chen, Z Yao, Y Zhou, L Wu Patterns, and Determinants (August 16, 2022), 2022 | 6 | 2022 |
| Optimal impact portfolios with general dependence and marginals AW Lo, L Wu, R Zhang, C Zhao Operations Research, 2024 | 4 | 2024 |
| The success of AdaBoost and its application in portfolio management Y Chuan, C Zhao, Z He, L Wu International Journal of Financial Engineering 8 (02), 2142001, 2021 | 2 | 2021 |
| The checkerboard copula and dependence concepts L Lin, R Wang, R Zhang, C Zhao arXiv preprint arXiv:2404.15023, 2024 | | 2024 |
| Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates C Zhao, Z Jia, L Wu Insurance: Mathematics and Economics 114, 156-175, 2024 | | 2024 |
| Practical Applications of Measuring and Optimizing the Risk and Reward of Green Portfolios AW Lo, R Zhang, C Zhao Practical Applications, 2023 | | 2023 |
| Interpretable image-based deep learning for price trend prediction in ETF markets R Zhang, C Zhao, G Lin The European Journal of Finance, 1-29, 2023 | | 2023 |
| On Consistency of Signatures Using Lasso X Guo, R Zhang, C Zhao arXiv preprint arXiv:2305.10413, 2023 | | 2023 |
| Order types and natural price change: Model and empirical study of the Chinese market S Liu, C Zhao, L Wu International Journal of Financial Engineering 9 (04), 2250033, 2022 | | 2022 |
| Channel and Spatial Attention CNN: Predicting Price Trends from Images R Zhang, G Lin, C Zhao Channel and Spatial Attention CNN: Predicting Price Trends from Images …, 2022 | | 2022 |
