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Xiang, George's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,182 |
Total
Citations
9 |
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1.
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Roland, Rocky
Independent Xiang, George
State Street Corporate - State Street Global Advisors
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1,093
(8,034)
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2
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Omega, performance measure, asset pricing model, high moments, risk-adjusted return, market portfolio, efficient frontier
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2.
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Roland, Rocky
Independent Xiang, George
State Street Corporate - State Street Global Advisors
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651
(17,750)
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3
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CAPM, APT, MPT, Risk-adjusted Return, Risk Budgeting, Asset Pricing Moedl, semivariance, downside risk, asymmetric risk
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3.
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Roland, Rocky
Independent Xiang, George
State Street Corporate - State Street Global Advisors
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577
(21,061)
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3
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APT, CAPM, risk-adjusted return, risk budget, asset pricing, three-factor model, multiple regression, tracking error, portfolio management, asset allocation
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4.
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Roland, Rocky
Independent Xiang, George
State Street Corporate - State Street Global Advisors
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344
(41,044)
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CAPM, Risk-adjusted Return, Asset Pricing Model, Higher Moments, Portfolio Choice
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5.
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Hooker, Mark A.
State Street Corporate - Advanced Research Center (ARC) Xiang, George
State Street Corporate - State Street Global Advisors
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307
(46,952)
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1
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Asset Pricing, Risk-adjusted Performance Measure, Investment Choice and Risk Measure
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6.
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Roland, Rocky
Independent Xiang, George
State Street Corporate - State Street Global Advisors
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210
(71,200)
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Price forecast, return forecast, volatility forecast, price estimation, return estimation, volatility estimation, high momoents, ARCH, GARCH
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Records 1 -
6
of 6 matches
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