Concepedia

Edward Qian

EQ

11

Publications

536

Citations

11

H-Index

2001

Active since

Affiliations

Jiangxi University of Finance and Economics(Current)

Edward Qian is an author at Jiangxi University of Finance and Economics specializing in finance, business, and asset allocation.

Top concepts

FinanceBusinessManagementAsset AllocationAsset PricingPortfolio SelectionPortfolio ManagementPortfolio OptimizationFinancial EngineeringFinancial Risk

Publications per year

2001–2018

11

Publications

11

On the Financial Interpretation of Risk Contribution: Risk Budgets Do Add Up

Edward Qian · SSRN Electronic Journal · 2005 · 146 citations · Full text

Risk Parity and Diversification

Edward Qian · The Journal of Investing · 2011 · 116 citations

Financial Risk Management, Asset Allocation, Portfolio Management +23

Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices

Edward Qian, Benjamin Peherstorfer, Daniel O’Malley et al. · SIAM/ASA Journal on Uncertainty Quantification · 2018 · 77 citations · Full text

Engineering, Uncertainty Modeling, Uncertainty Quantification +14

Aspects of Constrained Long-Short Equity Portfolios

Eric H. Sorensen, Jing Shi, Ronald Hua et al. · The Journal of Portfolio Management · 2007 · 43 citations

Asset Allocation, Portfolio Management, Equity Portfolios +16

Conditional Distribution in Portfolio Theory

Edward Qian, Stephen A. Gorman · Financial Analysts Journal · 2001 · 42 citations

Asset Allocation, Portfolio Management, Portfolio Choice +17

Rows per page

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