Fang Liu

Cornell University

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 44,699

SSRN RANKINGS

Top 44,699

in Total Papers Downloads

901

CITATIONS

1

Scholarly Papers (7)

1.

Recovering Conditional Return Distributions by Regression: Estimation and Applications

Number of pages: 62 Posted: 25 Nov 2014 Last Revised: 16 Dec 2014
Fang Liu
Cornell University
Downloads 218 (137,390)

Abstract:

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2.

Performance Evaluation with High Moments and Disaster Risk

Journal of Financial Economics (JFE), Vol. 113, No. 1, 2014
Number of pages: 69 Posted: 15 Mar 2012 Last Revised: 22 Dec 2017
Ohad Kadan and Fang Liu
Washington University in St. Louis - John M. Olin Business School and Cornell University
Downloads 212 (141,096)
Citation 1

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Performance evaluation; Rare disasters; High distribution moments

3.

Generalized Systematic Risk

American Economic Journal: Microeconomics, Vol. 8, No. 2, 2016
Number of pages: 60 Posted: 02 Jun 2014 Last Revised: 22 Dec 2017
Ohad Kadan, Fang Liu and Suying Liu
Washington University in St. Louis - John M. Olin Business School, Cornell University and Washington University in St. Louis
Downloads 180 (164,050)

Abstract:

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Systematic risk, Risk measure

4.

Recovering Factor Volatility

29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 45 Posted: 17 May 2017 Last Revised: 30 Oct 2018
Ohad Kadan, Fang Liu and Xiaoxiao Tang
Washington University in St. Louis - John M. Olin Business School, Cornell University and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 158 (183,745)

Abstract:

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5.

On Investor Preferences and Mutual Fund Separation

Journal of Economic Theory, Vol. 174, 2018
Number of pages: 49 Posted: 25 Nov 2014 Last Revised: 13 Nov 2018
Philip H. Dybvig and Fang Liu
Washington University in St. Louis - John M. Olin Business School and Cornell University
Downloads 75 (311,055)

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mutual fund separation; investor preference; money separation; inverse marginal utility.

6.

Option-Implied Systematic Disaster Concern

Number of pages: 47 Posted: 13 Feb 2017 Last Revised: 30 Oct 2018
Fang Liu
Cornell University
Downloads 58 (355,991)

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7.

Volatility-Managed Portfolio: Does It Really Work?

Posted: 13 Nov 2018 Last Revised: 21 May 2019
Fang Liu, Xiaoxiao Tang and Guofu Zhou
Cornell University, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Washington University in St. Louis - John M. Olin Business School

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