Yongjia Li

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

1910 University Drive

Boise, ID 83716

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 21,694

SSRN RANKINGS

Top 21,694

in Total Papers Downloads

2,428

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

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 1,166 (19,126)
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: 14 Oct 2019
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 687 (40,540)

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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 448 (69,973)

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

4.

Can Hedge Funds Benefit from CSR Investment?

Number of pages: 33 Posted: 14 Jun 2019
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business & Economics, Boise State University - College of Business and Economics, Department of Finance and Boise State University
Downloads 93 (302,526)

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Hedge funds, Corporate social responsibility, Risk taking

5.

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 34 (487,860)
Citation 1

Abstract:

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risk management, hedging, derivative, market timing