Yindeng Jiang

University of Washington Investment Management Company

Investment Officer

Seattle, WA 98195

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 24,008

in Total Papers Downloads

2,637

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Comparing Performance Attribution Linking Methods: An Empirical Study

Number of pages: 22 Posted: 09 Jul 2014
Yindeng Jiang and Joseph Saenz
University of Washington Investment Management Company and University of Washington - Investment Management
Downloads 1,158 (23,008)

Abstract:

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Attribution, Alpha, Institutional Portfolios, Endowments, Active Management, Attribution Linking, Asset Allocation

2.

Estimating Private Equity Market Beta Using Cash Flows: A Cross-Sectional Regression of Fund-Market Paired Internal Rates of Return

Number of pages: 25 Posted: 04 May 2014 Last Revised: 02 Jul 2014
Yindeng Jiang and Joseph Saenz
University of Washington Investment Management Company and University of Washington - Investment Management
Downloads 504 (70,820)

Abstract:

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Private Equity, Beta, Venture Capital, Buyout, Systematic Risk, PME, Public Market Equivalent, Internal Rate of Return, Private Equity Cash Flows, Asset Allocation, Institutional Portfolios, Endowments

3.

Better Risk and Performance Estimates with Factor Model Monte Carlo

Journal of Risk, June 2015
Number of pages: 21 Posted: 20 Jul 2013 Last Revised: 10 Jun 2016
Yindeng Jiang and R. Douglas Martin
University of Washington Investment Management Company and University of Washington
Downloads 405 (91,842)
Citation 2

Abstract:

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risk and performance measures, estimation accuracy, short returns histories, nonnormality, factor models, model selection, bootstrap

4.

Institutional Portfolio Attribution: A Brinson Attribution Extension

Number of pages: 18 Posted: 01 May 2014
Yindeng Jiang, Garth Reistad and Joseph Saenz
University of Washington Investment Management Company, University of Washington - Investment Management and University of Washington - Investment Management
Downloads 373 (101,018)

Abstract:

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Attribution, Alpha, Institutional Portfolios, Endowments, Active Management, Asset Allocation

5.

Turning Long and Short Return Histories into Equal Histories: A Better Way to Backfill Returns

Number of pages: 15 Posted: 02 Sep 2016 Last Revised: 03 Sep 2016
Yindeng Jiang and R. Douglas Martin
University of Washington Investment Management Company and University of Washington
Downloads 197 (193,638)

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Short/Unequal Return Histories, Backfilling Returns, Non-Normality

6.

Introducing Excess Return on Time-scaled Contributions: An Intuitive Return Measure and New Solution to The IRR and PME Problem

Posted: 01 May 2015 Last Revised: 13 Mar 2017
Yindeng Jiang
University of Washington Investment Management Company

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money weighted return, IRR, public market equivalent, illiquid investments, cash flows based return measure

7.

The Associative Property of Attribution Linking

Jiang, Yindeng, Joseph Sáenz, "The Associative Property of Attribution Linking," The Journal of Performance Measurement, Vol. 19, No. 1 (2015), pp. 19-24.
Posted: 08 Apr 2015
Yindeng Jiang and Joseph Saenz
University of Washington Investment Management Company and University of Washington - Investment Management

Abstract:

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Attribution, Alpha, Institutional Portfolios, Endowments, Active Management, Attribution Linking, Asset Allocation