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Xia (deceased), Yihong's
Scholarly Papers
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Total Downloads
6,360 |
Total
Citations
315 |
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Wang, Ashley Federal Reserve Board Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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1,592
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Intertemporal capital asset pricing model, Fama-French three factor model, stochastic investment opportunity set, time-varying Sharpe ratio, time-varying risk premia
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Dynamic Asset Allocation Under Inflation
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Posted:
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13 Dec 00
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Last Revised:
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18 Jun 08
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1,159
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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1,159
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Dynamic asset allocation, portfolio theory
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Assessing Asset Pricing Anomalies
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Posted:
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17 Oct 00
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Last Revised:
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27 May 08
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855
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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4.
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Wang, Ashley Federal Reserve Board Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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566
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89
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5.
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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413
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6.
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Liu, Xiaoquan Essex Business School Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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330
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pricing kernel, state variables, intertemporal CAPM
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Xia (deceased), Yihong University of California, Los Angeles (Deceased) Chowdhry, Bhagwan University of California, Los Angeles (UCLA) - Finance Area Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
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299
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3
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purchasing power parity, foreign exchange rate volatility
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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296
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9.
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Jain, Ravi National University of Singapore Xia (deceased), Yihong University of California, Los Angeles (Deceased) Wu, Matthew Qianli Rydex Global Advisors
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270
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2
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10.
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Stochastic Interest Rates and the Bond-Stock Mix
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Posted:
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02 Jun 01
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Last Revised:
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27 May 08
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234
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44
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Xia (deceased), Yihong University of California, Los Angeles (Deceased) Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
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234
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dynamic portfolio policy, hedging, asset allocation puzzle
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Dynamic portfolio policy, hedging, asset allocation puzzle
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11.
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P. Chan, Justin S. Singapore Management University - School of Business Jain, Ravi National University of Singapore Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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182
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8
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Closed-end funds, Fund premium, Liquidity, Asset pricing
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12.
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Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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164
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3
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Long term nominal bonds, long horizon investor portfolio choice, certainty equivalent wealth
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Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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14.
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Brennan, l J. affiliation not provided to SSRN Xia (deceased), Yihong University of California, Los Angeles (Deceased)
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Records 1 -
14
of 14 matches
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1
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