Letian Ding

University of Southern California

2250 Alcazar Street

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

2

DOWNLOADS

224

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimal Portfolio Choice with Dynamic Asymmetric Correlations and Transaction Constraints

Number of pages: 25 Posted: 20 Feb 2009 Last Revised: 15 Feb 2010
Letian Ding and Peng Fei
University of Southern California and University of Southern California
Downloads 224 (137,574)

Abstract:

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Portfolio Optimization, Asset allocation, Portfolio Management

2.

Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations

Posted: 12 Apr 2010
Peng Fei, Letian Ding and Yongheng Deng
University of Southern California, University of Southern California and Wisconsin School of Business, University of Wisconsin-Madison

Abstract:

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Dynamic Conditional Correlation, REIT returns, Real Estate, Diversification