Michael Chng

Xian Jiaotong Liverpool University

Professor of Finance

BB520, 111 Ren Ai Lu

Higher Education Zone, SIP

Suzhou, Jiangsu 215123

China

Department of Finance, Deakin University

Adjunct Professor of Finance

75 Pigdons Road

Victoria, Victoria 3216

Australia

SCHOLARLY PAPERS

2

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338

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Scholarly Papers (2)

1.

Exploring the Factor Zoo With a Machine-Learning Portfolio

WRDS Research Paper
Number of pages: 49 Posted: 09 Aug 2018 Last Revised: 04 Sep 2019
Halis Sak, Tao Huang and Michael Chng
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Beijing Normal University-Hong Kong Baptist University United International College and Xian Jiaotong Liverpool University
Downloads 338 (97,764)

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Machine Learning, Characteristics, Return Predictability, Portfolio Evaluation

2.

Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle

International Review of Finance, Vol. 17, Issue 3, pp. 395-425, 2017
Number of pages: 31 Posted: 06 Sep 2017
Xian Jiaotong Liverpool University, Deakin University, Deakin University - Deakin Business School and Deakin University-Department of Finance
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