Yong Wang

Capital Market Statistics & Monitoring Center

PhD, CFA

Beijing

China

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The Crash Risks of Style Investing: Can They Be Internationally Diversified?

Financial Analysts Journal, 2015, Volume 71, Number 3, p. 34-46.
Number of pages: 27 Posted: 10 Dec 2014 Last Revised: 13 Aug 2015
Timothy K. Chue, Yong Wang and Jin (Karen) Xu
Hong Kong Polytechnic University, Capital Market Statistics & Monitoring Center and Shanghai International Studies University
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Style investing, Crash risks, International diversification