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Winston Dou

The Wharton School, University of Pennsylvania

Assistant Professor of Finance

2318 Steinberg Hall - Dietrich Hall

3620 Locust Walk

Philadelphia, PA 19104

United States

  • The Wharton School, University of Pennsylvania

SCHOLARLY PAPERS

6

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CITATIONS

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Scholarly Papers (6)

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1.

Measuring the 'Dark Matter' in Asset Pricing Models

Number of pages: 133 Posted: 19 Sep 2013 Last Revised: 09 Mar 2016
Hui Chen, Winston Dou and Leonid Kogan
Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 392 (31,286)
Citation 1

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Cross-equation restriction; Information theory; Limited information likelihood; Model fragility and complexity; Robustness; Disaster risk; Long-run risk

2.

External Financing and Customer Capital: A Financial Theory of Markups

Number of pages: 57 Posted: 08 Mar 2015 Last Revised: 29 May 2017
Winston Dou and Yan Ji
The Wharton School, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)
Downloads 96 (158,908)

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markups, financial frictions, customer markets, price stickiness, cash holdings

3.

Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests

Journal of the American Statistical Association, 2013
Number of pages: 40 Posted: 20 Jun 2013 Last Revised: 16 Mar 2015
Lisha Chen, Winston Dou and Zhihua Qiao
Yale University - Department of Statistics, The Wharton School, University of Pennsylvania and Independent
Downloads 18 (427,951)

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Corporate Finance, ensemble methods, imbalanced learning, Kolmogorov-Smirnov test, nearest neighbors methods, subsampling methods, multivariate two-sample tests

4.

Estimation in Functional Regression for General Exponential Families

The Annals of Statistics. Volume 40, Number 5 (2012), pp. 2421-2451
Number of pages: 31 Posted: 20 Jun 2013 Last Revised: 12 Mar 2015
Winston Dou, David Pollard and Harrison Zhou
The Wharton School, University of Pennsylvania, Independent and Statistics Department of Yale University
Downloads 9 (505,073)

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Approximation of compact operators, Assouad’s lemma, exponential families, functional estimation, minimax rates of convergence

5.

Customer Capital, Financial Constraints, and Stock Returns

Number of pages: 62 Posted: 15 Jun 2018
Winston Dou, Yan Ji, David Reibstein and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), Marketing Science Institute and Texas A&M University - Department of Finance
Downloads 0 (483,765)

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Intangible Capital; Cross-sectional Stock Returns; Brand Loyalty; Robust Value Firms; Financial Constraints Risk; Industrial Organization, Marketing and Finance

6.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Number of pages: 174 Posted: 17 Jan 2017
Winston Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, MIT and University of Chicago - Department of Economics
Downloads 0 (69,975)

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Macrofinancial Models; Dynamic Stochastic General Equilibrium Models; Macroprudential Policy; Systemic Risk; Monetary Policy Analysis