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Open Access research that power business decision making...

Strathprints makes available scholarly Open Access research by the Department of Management Science. This includes research that seeks to develop theory, solution methods and algorithms for confronting solving optimisation and predictive analytics problems arising from real-world situations, such as those arising in manufacturing, logistics, health and energy.

Management Science also explores the application of management science within healthcare organisations, the deployment of data analytics in the creation of risk-based decision support systems, and supply chain risk management.

Explore research outputs by Management Science -- or explore all of Strathclyde's Open Access research...

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Group by: Publication Date | Item type | No Grouping
Jump to: 2020 | 2019 | 2018 | 2016
Number of items: 14.

2020

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2020) Institutional trading in volatile markets : evidence from Chinese stock markets. Pacific-Basin Finance Journal. 101484. ISSN 0927-538X

Gan, Liu and Xia, Xin and Zhang, Hai (2020) Dynamic investment, debt structure and debt overhang. Working paper. University of Strathclyde, Glasgow.

Ha, Youngmin and Zhang, Hai (2020) Algorithmic trading for online portfolio selection under limited market liquidity. European Journal of Operational Research, 286 (3). pp. 1033-1051. ISSN 0377-2217

Song, Pengcheng and Zhang, Hai and Zhao, Qin (2020) Innovative Credit Guarantee Schemes with Equity-for-Guarantee Swaps. Working paper. University of Strathclyde, Glasgow.

Xu, Sa and Du, Ziqing and Zhang, Hai (2020) Can crude oil serve as a hedging asset for underlying securities? - Research on the heterogenous correlation between crude oil and stock index. Energies, 13 (12). 3139. ISSN 1996-1073

2019

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2019) The idiosyncratic risk in Chinese stock market. In: 22nd Dynamic Econometrics Conference in Nuffield College Oxford, UK., 2019-09-09 - 2019-09-10.

Ha, Youngmin and Zhang, Hai (2019) Fast multi-output relevance vector regression. Economic Modelling, 81. pp. 217-230. ISSN 0264-9993

Wang, Yao and Zhang, Hai and Zhao, Zhiming (2019) SMEs investment and financing under asymmetric information. Working paper. University of Strathclyde, Glasgow.

Chen, Ze and Chen, Bingzheng and Hu, Yi and Zhang, Hai (2019) Three-fund constant proportion portfolio insurance strategy. In: European Financial Management Association 2019 Annual Meeting, 2019-06-26 - 2019-06-29.

Darby, Julia and Zhang, Hai and Zhang, Jinkai (2019) Institutional trading in volatile markets : evidence from Chinese stock markets. In: The 6th Young Finance Scholars' Conference, 2019-06-14 - 2019-06-14, University of Sussex.

Feng, Yun and Huang, Binghua and Zhang, Hai (2019) Hedge fund seeding with fees-for-guarantee swaps. European Journal of Finance, 25 (1). pp. 16-34. ISSN 1351-847X

2018

Ha, Youngmin and Zhang, Hai (2018) Algorithmic Trading for Online Portfolio Selection under Limited Market Liquidity. Working paper. University of Strathclyde, Glasgow.

Ha, Youngmin and Zhang, Hai (2018) Liquidity risks, transaction costs and online portfolio selection. In: 30th Anniversary of CEA (1988-2018) 29th CEA (UK) & 10th CEA (Europe) Annual Conference, 2018-06-22 - 2018-06-23, 29 Buccleuch Place,Edinburgh, EH8 9JS, UK. (In Press)

2016

Ewald, Christian-Oliver and Zhang, Hai (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, 71. pp. 45-59. ISSN 0165-1889

This list was generated on Sun Aug 1 16:20:00 2021 BST.