China Finance Review International: Volume 3 Issue 2

Household life‐cycle asset allocation and background risk of labor income

Mingchao Cai, Jun Zhao, Rulu Pan, Haozhi Huang

The purpose of this paper is to empirically analyze the relationship between risky asset allocation and background risk of Chinese residents.

Towards optimal portfolio strategy to control maximum drawdown: The case of risk based dynamic asset allocation

Zhaoji (George) Yang, Liang Zhong

The purpose of this paper is to present a discrete quantitative trading strategy to directly control a portfolio's maximum percentage of drawdown losses while trying to maximize…

Optimal investing stopping in stochastic environment

Shuang Xu, Ran Zhang

The purpose of this paper is to investigate how to determine optimal investing stopping time in a stochastic environment, such as with stochastic returns, stochastic interest rate…

An empirical study of the pricing of reverse floating interest rate‐linked products

Yi‐xiang Tian, Qiu‐ping Yang, Jing‐tao Yuan

Reverse floating interest rate‐linked structured products are important innovative products for investors to achieve a relatively high yield at low interest rates, and the…

Busy boards and corporate performance

Xianwei Lu, Jianqiong Wang, Dayong Dong

The purpose of this paper is to analyze and examine the relationship between busy boards and corporate performance in China.

Editorial