Ran Xing

Aarhus University

Fuglesangs Alle 4

Aarus, 8210

Denmark

Danish Finance Institute

SCHOLARLY PAPERS

4

DOWNLOADS

415

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Who Is Afraid of Liquidity Risk? Dynamic Portfolio Choice with Stochastic Illiquidity

Netspar Discussion Paper No. 12/2015-049
Number of pages: 53 Posted: 06 Jan 2016 Last Revised: 20 Dec 2016
Joost Driessen and Ran Xing
Tilburg University - Center and Faculty of Economics and Business Administration and Aarhus University
Downloads 153 (196,885)

Abstract:

Loading...

Liquidity premium; Liquidity risk; Dynamic portfolio choice; Trading Costs; Price impact

2.

A Horizon Based Decomposition of Mutual Fund Performance Using Transaction Data

Number of pages: 49 Posted: 18 Nov 2019
University of Pennsylvania - The Wharton School, Guanghua School of Management, Peking University and Aarhus University
Downloads 115 (246,209)

Abstract:

Loading...

mutual funds, investment horizon, transaction data, daily holdings, skill

3.

Trading Cost Management of Mutual Funds

Number of pages: 68 Posted: 27 Jan 2016
Ran Xing
Aarhus University
Downloads 89 (292,619)

Abstract:

Loading...

Mutual funds, Liquidity management, Transaction cost, Flow-driven trades, Diseconomies of scale, Portfolio choice with trading costs

4.

Myopic or Dynamic Liquidity Management? A Study of Hedge Funds around the 2008 Financial Crisis

Number of pages: 39 Posted: 11 Nov 2015 Last Revised: 17 Sep 2017
Joost Driessen and Ran Xing
Tilburg University - Center and Faculty of Economics and Business Administration and Aarhus University
Downloads 58 (371,235)
Citation 1

Abstract:

Loading...

Liquidity Management, Hedge funds, Flight to liquidity, Price impact