Xiaming Zeng

Independent

SCHOLARLY PAPERS

3

DOWNLOADS

771

SSRN CITATIONS
Rank 31,979

SSRN RANKINGS

Top 31,979

in Total Papers Citations

35

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Asset Pricing with Slope Factors: Model and Evidence of Outperformance

Number of pages: 61 Posted: 22 Jul 2022
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - Department of Economics, University of Missouri, Columbia and Independent
Downloads 294 (197,022)
Citation 1

Abstract:

Loading...

factor risk premia; firm level characteristics; marginal likelihood; pricing test; stochastic discount factor; risk factors; out-of-sample sharpe-ratio

2.

On Comparing Asset Pricing Models

Journal of Finance, Forthcoming
Number of pages: 32 Posted: 07 May 2019
Siddhartha Chib, Xiaming Zeng and Lingxiao Zhao
Washington University in St. Louis - John M. Olin Business School, Independent and Peking University HSBC Business School
Downloads 278 (208,648)
Citation 34

Abstract:

Loading...

Bayesian model comparison, marginal likelihood, risk factors

3.

Slope Factors Outperform: Evidence from a Large Comparative Study

Number of pages: 60 Posted: 23 Nov 2021 Last Revised: 15 Feb 2023
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - Department of Economics, University of Missouri, Columbia and Independent
Downloads 199 (287,985)
Citation 1

Abstract:

Loading...

Factor risk premia; firm level characteristics; marginal likelihood; pricing test; stochastic discount factor; risk factors