Liverpool Skyline

Liverpool Business School

Dr Fan Zhang

Dr Fan Zhang

Publications

Journal article

Zhang F, Zhang Z. 2018. Strategic asset allocation by mixing shrinkage, vine-copula and market equilibrium Journal of Forecasting, 37 :340-351 >DOI

Zhang F, Zhang Z, Ding L, Zhang Z. 2014. Optimal Currency Composition for China’s Foreign Reserves: a Copula Approach The World Economy, >DOI

Zhang Z, Zhang F, Zhang Z. 2013. Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach China & World Economy, 21 :1-21

Agyei-Boapeah H, Wang Y, Tunyi A, Machokoto M, Zhang F. Intangible investments and voluntary delisting: Mass exodus of Chinese firms from US stock exchanges International Journal of Accounting and Information Management,

Chapters

Zhang F, Shi N, Sun X. 2014. Monetary Policy and Bank Liquidity in China Batten JA, Wagner NF. Risk Management Post Financial Crisis: A Period of Monetary Easing Emerald Group Pub Limited 9781784410278 >DOI