Li Cai

Illinois Institute of Technology - Stuart School of Business, IIT

Chicago, IL 60661

United States

SCHOLARLY PAPERS

6

DOWNLOADS

57

CITATIONS

1

Scholarly Papers (6)

1.
Downloads 56 (364,225)

Fundamental Weighting

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 20, No. 1, 2010
Number of pages: 14 Posted: 04 Dec 2015
Ben S. Branch and Li Cai
University of Massachusetts Amherst - Isenberg School of Management and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 56 (369,734)
Citation 1

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Fundamental Weighting

Journal of Applied Finance, Vol. 20, No. 1, pp. 64-77, 2010
Posted: 04 Jun 2012
University of Massachusetts Amherst - Isenberg School of Management, Illinois Institute of Technology - Stuart School of Business, IIT and affiliation not provided to SSRN

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stock price indexes, price indexes, stocks prices, Standard & Poor's 500 Index, indexes, stock index futures

2.

Do Socially Responsible Index Investors Incur an Opportunity Cost?

Financial Review, Vol. 47, Issue 3, pp. 617-630, 2012
Number of pages: 14 Posted: 07 Jul 2012
Ben S. Branch and Li Cai
University of Massachusetts Amherst - Isenberg School of Management and Illinois Institute of Technology - Stuart School of Business, IIT
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index tracking, socially responsible investment, tracking error, mixed integer programming

3.

On the Dynamics of Hedge Fund Strategies

Posted: 22 May 2019
Li Cai and Bing Liang
Illinois Institute of Technology - Stuart School of Business, IIT and University of Massachusetts Amherst - Department of Finance

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4.

Excess Returns to Buying Low Options-Volume Stocks and Selling High Options-Volume Stocks: Information or Characteristics?

The Journal of Futures Markets, 2018
Posted: 14 Aug 2018
Li Cai and Jian Du
Illinois Institute of Technology - Stuart School of Business, IIT and University of Massachusetts Amherst

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options trading volume, prediction, market efficiency, characteristic

5.

Asset Allocation Dynamics in the Hedge Fund Industry

Journal of Investment Management (JOIM), Second Quarter 2012
Posted: 02 Jun 2012
Li Cai and Bing Liang
Illinois Institute of Technology - Stuart School of Business, IIT and University of Massachusetts Amherst - Department of Finance

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Change point, asset allocation, hedge funds, performance

6.

Hedge Fund Styles: 2005- 2011

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 01 Oct 2011 Last Revised: 19 Oct 2017
Li Cai and Bing Liang
Illinois Institute of Technology - Stuart School of Business, IIT and University of Massachusetts Amherst - Department of Finance

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