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 21,059

SSRN RANKINGS

Top 21,059

in Total Papers Downloads

2,018

CITATIONS

0

Scholarly Papers (3)

1.

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 321 (38,570)

Abstract:

Loading...

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

2.

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 0 (65,085)

Abstract:

Loading...

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

3.

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

Number of pages: 52 Posted: 20 Mar 2014
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 1,004

Abstract:

Loading...

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