Lillian Zhu

University of Edinburgh, Business School, Students

Doctoral Student - Accounting and Finance

Edinburgh

United Kingdom

http://www.business-school.ed.ac.uk/phd/current-phd-students/current-student/203/Lizhen/Zhu

SCHOLARLY PAPERS

2

DOWNLOADS

329

CITATIONS

1

Scholarly Papers (2)

1.

The Performance of Asset Allocation Strategies Across Datasets and Over Time

Number of pages: 42 Posted: 31 Aug 2015
Lillian Zhu
University of Edinburgh, Business School, Students
Downloads 252 (120,492)
Citation 1

Abstract:

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diversification, asset allocation, portfolio choice, mean-variance optimization, risk parity

2.

Macroeconomic and Political Uncertainty and Cross Sectional Return Dispersion Around the World

Number of pages: 92 Posted: 04 Sep 2017
Massey University, Tilburg University - TIAS School for Business and Society and University of Edinburgh, Business School, Students
Downloads 77 (310,293)

Abstract:

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Return dispersion, implied volatility, business cycles, political risk, economic policy uncertainty, stock returns.