2100 Neil Avenue
Columbus, OH 43210-1144
United States
http://sites.google.com/view/zhangshaojun
climate change, carbon-transition risk, predictability, stock return
Systemic risk, Joint default, Predictability, Stock returns, Bond returns
momentum, time series momentum, return, factor, exchange rate
momentum, return, factor, exchange rate
comovement, exchange rate, limited participation, equity return, incomplete markets
Expert Networks, Price Efficiency, Hedge Funds, Informed Trading
Asset Allocation; Factor Investing; Portfolio Construction; Portfolio Optimization
factor exposure, portfolio construction, risk, return, non-linearity
housing, exchange rate, predictability
factor timing, predictability, risk premium, value
tax efficiency, low volatility, return, transaction cost
dominant currency, dollar invoicing, international trade
Dominant Currency, Dollar Invoicing, International Trade
asset classes, cross section, risk, housing, demand shocks
carbon emissions, climate change, predictability, stock returns