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Bai, Zhidong's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,045 |
Total
Citations
73 |
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1.
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Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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08 May 06
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Last Revised:
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30 Nov 10
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2,154
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Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method
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2.
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Bai, Zhidong
Northeast Normal University Wang, Keyan
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Phoon, Kok Fai
Singapore Management University
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08 May 06
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Last Revised:
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13 Sep 11
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423
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Sharpe ratio, performance hypothesis testing, Normal distribution, uniformly most powerful unbiased test, CTA funds
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3.
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Bai, Zhidong
Northeast Normal University Zhang, Bingzhi
Columbia University-Department of BioStatistics Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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22 May 09
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Last Revised:
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22 Jul 10
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319
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7
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linear Granger, causality, nonlinear Granger causality, U-statistics
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4.
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Bai, Zhidong
Northeast Normal University Wong, Keyan
National University of Singapore Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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04 Feb 09
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Last Revised:
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07 Feb 09
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279
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1
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Sharpe ratio, mean-variance ratio, test statistics, hypothesis testing, uniformly most powerful unbiased test
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5.
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Bai, Zhidong
Northeast Normal University Wang, Keyan
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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204
(73,327)
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4
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Coefficient of variation, Sharpe ratio, mean-variance ratio, test statistic, hypothesis testing, uniformly most powerful unbiased test
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6.
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Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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183
(81,523)
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17
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Self-Financing Portfolios, Optimal Portfolio Allocation, Mean-Variance Optimization, Large Random Matrix, Bootstrap Method
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7.
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Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bai, Zhidong
Northeast Normal University Li, Hua
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing‐Keung
affiliation not provided to SSRN
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Posted:
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20 Nov 07
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Last Revised:
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20 Jun 11
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167
(88,836)
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10
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Bai, Zhidong
Northeast Normal University Li, Hua
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing‐Keung
affiliation not provided to SSRN
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2
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Hypothesis testing, Markowitz stochastic dominance, Prospect stochastic dominance, Risk averse, Risk seeking, RS‐shaped utility function, S‐shaped utility function, Test statistics
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Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Li, Hua
Northeast Normal University
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20 Nov 07
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Last Revised:
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02 Oct 10
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165
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Prospect stochastic dominance, Markowitz stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function, test statistics, hypothesis testing
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8.
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Bai, Zhidong
Northeast Normal University Zhang, Bingzhi
Columbia University-Department of BioStatistics Li, Heng
Hong Kong Baptist University (HKBU) - Department of Mathematics Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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18 Jun 10
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Last Revised:
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20 Jun 10
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148
(99,128)
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linear Granger Causality, Nonlinear Granger Causality, U-Statistics, Simulation, Stock Markets
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9.
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Bai, Zhidong
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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125
(114,196)
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4
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stochastic dominance, risk aversion, test statistics, hypothesis testing
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10.
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Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Zitikis, Ricardas
University of Western Ontario - Department of Statistical and Actuarial Sciences Bai, Zhidong
Northeast Normal University Hui, Yongchang
affiliation not provided to SSRN
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41
(217,763)
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3
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11.
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Bai, Zhidong
Northeast Normal University Liu, Huixia
Northeast Normal University Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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2
(335,836)
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27
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Records 1 -
11
of 11 matches
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1
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