Samuel Yusun Wang

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

  • Dimensional Fund Advisors

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

The Cross-Section of Global Corporate Bond Returns

Number of pages: 25 Posted: 04 Feb 2020 Last Revised: 27 Apr 2022
Marlena I. Lee, Savina Rizova and Samuel Yusun Wang
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,918 (17,110)

Abstract:

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global corporate bonds, factor investing, fixed income, forward rates

2.

Credit Spreads, Rating Downgrades, and Downside Performance: A Market-Informed Approach to Monitoring Credit Risk

Number of pages: 21 Posted: 26 Mar 2020 Last Revised: 27 Mar 2020
Wei Dai, Alan Hutchison and Samuel Yusun Wang
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 551 (99,006)

Abstract:

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Corporate Bonds, Fixed Income, Credit Spreads

3.

The Cross-Section of Municipal Bond Returns

Number of pages: 25 Posted: 04 Apr 2022 Last Revised: 23 Oct 2022
Samuel Yusun Wang
Dimensional Fund Advisors
Downloads 240 (246,879)

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Municipal bonds, Fixed income, Systematic investing, Tax clientele effects, Term premiums, Credit premiums

4.

The Expected Returns of Agency MBS

Number of pages: 48 Posted: 17 Oct 2023
Savina Rizova, Zhaogang Song, Samuel Yusun Wang and Mingzhe Yi
Dimensional Fund Advisors, Johns Hopkins University - Carey Business School, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 175 (330,402)

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Fixed income, Mortgage-backed securities, TBA (To-Be-Announced), Systematic investing, Term premiums, Prepayment risk premiums