SSRN logo
Public User
Advanced Search

Winston Wei 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

5

DOWNLOADS
Rank 33,932

SSRN RANKINGS

Top 33,932

in Total Papers Downloads

1,042

CITATIONS

1

Scholarly Papers (5)

Actions:
Email selected abstracts
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 Wei 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 (31,894)
Citation 1

Abstract:

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 Wei Dou and Yan Ji
The Wharton School, University of Pennsylvania and Hong Kong University of Science and Technology
Downloads 96 (162,536)

Abstract:

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 Wei Dou and Zhihua Qiao
Yale University - Department of Statistics, The Wharton School, University of Pennsylvania and Independent
Downloads 18 (401,997)

Abstract:

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 Wei Dou, David Pollard and Harrison H. Zhou
The Wharton School, University of Pennsylvania, Independent and Statistics Department of Yale University
Downloads 9 (487,833)

Abstract:

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

5.

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

Number of pages: 174 Posted: 17 Jan 2017
Winston Wei 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 (128,170)

Abstract:

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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.219 seconds

Relx Group logo