Yongjia Li

Boise State University - College of Business and Economics, Department of Finance

1910 University Drive

Boise, ID 83716

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 20,944

SSRN RANKINGS

Top 20,944

in Total Papers Downloads

2,072

CITATIONS

0

Scholarly Papers (3)

1.

In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs

Number of pages: 55 Posted: 20 Mar 2014 Last Revised: 22 Jul 2018
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 1,034 (18,672)

Abstract:

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hedge funds, risk factor exposures, factor selection, return replication, performance measurement, performance prediction

2.

Active Factor Investing: Hedge Funds vs. the Rest of Us

Number of pages: 23 Posted: 02 Dec 2014 Last Revised: 19 Aug 2017
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 627 (37,859)

Abstract:

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hedge funds, risk factor exposures, factor investing, return replication, performance prediction, beta active management, smart beta

3.

Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models

Number of pages: 42 Posted: 14 Oct 2016 Last Revised: 15 Mar 2017
Yongjia Li and Alexey Malakhov
Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 411 (64,583)

Abstract:

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active investment, factor selection, ETFs, risk factor exposures, return attribution, hedge funds, alpha, beta, performance prediction