New York, NY
United States
http://sites.google.com/site/xiaoqiao10/
Paraconic Technologies US Inc.
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in Total Papers Downloads
equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation
equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation
consumption, asset pricing, dimension reduction, cross section
Industry, Size, Value, Momentum, Fama-French, Forecasting
volatility, portfolio management, downside volatility, asymmetry, mean variance
Commodity Futures, Price Limits, Speculation, Commodity Options, Circuit Breakers, Speculative Trading
Sarbanes-Oxley, special items, panel regression, difference-in-differences
GDP, Digitalization, Consumer Surplus
volatility, GARCH, cross section, stock returns, idiosyncratic risk
volatility, returns, portfolio management, forecasting
Asset Allocation, Forecasting, Macroeconomics, Recessions, Machine Learning, Business Cycle, SVM
