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Wang, Peng


 SSRN Author Rank: 3,901 by Downloads
 

University of Virginia - Investment Management Company


 Post Office Box 400215
 Charlottesville, VA 22904-4215
 United States
 email address

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. Wang, Peng's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,251
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Kochard, Larry
affiliation not provided to SSRN
Posted:
17 Dec 10
Last Revised:
15 Mar 12
3,979
(1,077)
1

2.  
Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations | Show Abstract | Download |
Journalof Portfolio Management, Vol. 38, No. 4, 2012
Accepted Paper Series
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Sullivan, Rodney N
AQR Capital Management
Ge, Yizhi
Georgetown University
Posted:
14 Jan 12
Last Revised:
10 Aug 12
1,807
(4,350)
 

3.  
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Kochard, Lawrence Edward
University of Virginia (UVA), Investment Management Company
Sullivan, Rodney N
AQR Capital Management
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Posted:
16 Aug 13
Last Revised:
18 Dec 14
465
(34,980)
 

4.  
Liquidity-Driven Dynamic Asset Allocation | Show Abstract |
Journal of Portfolio Management, Forthcoming
Accepted Paper Series
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney N
AQR Capital Management
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Posted:
28 Nov 12
Last Revised:
19 Jun 14
 


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