Yongjia Li

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

1910 University Drive

Boise, ID 83716

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 29,181

SSRN RANKINGS

Top 29,181

in Total Papers Downloads

3,741

TOTAL CITATIONS
Rank 27,191

SSRN RANKINGS

Top 27,191

in Total Papers Citations

21

Scholarly Papers (6)

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 1,379 (30,897)
Citation 1

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: 17 Jan 2023
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 840 (62,566)

Abstract:

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

3.

Natural Disasters, Risk Salience, and Corporate ESG Disclosure

Number of pages: 43 Posted: 25 Mar 2021
University of Dayton, Boise State University - College of Business and Economics, Department of Finance, Georgia Southern University and Boise State University
Downloads 586 (99,727)
Citation 19

Abstract:

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natural disasters, corporate social responsibility, disclosure, cost of capital

4.

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 509 (118,837)

Abstract:

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

5.

Can Hedge Funds Benefit from CSR Investment?

Number of pages: 33 Posted: 14 Jun 2019
Louisiana Tech University - Department of Economics and Finance, University of Dayton, Boise State University - College of Business and Economics, Department of Finance and Boise State University
Downloads 312 (207,315)

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Hedge funds, Corporate social responsibility, Risk taking

6.

On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers

Forthcoming at Review of Quantitative Finance and Accounting
Number of pages: 55 Posted: 03 Oct 2019
affiliation not provided to SSRN, Boise State University - College of Business and Economics, Department of Finance, Seton Hall University, Stillman School of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 115 (513,454)
Citation 1

Abstract:

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risk management, hedging, derivative, market timing