Yuxin Zhang

Renmin University of China

Assistant Professor of Finance

Renmin University of China

Haidian District

Beijing, Beijing 100872

China

http://https://sites.google.com/view/yuxin-zhang/home

SCHOLARLY PAPERS

3

DOWNLOADS

120

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (3)

Stock Market Mean Reversion and Portfolio Choice over the Life Cycle

Netspar Discussion Paper No. 06/2015-018
Number of pages: 101 Posted: 18 Aug 2015 Last Revised: 09 Sep 2015
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and Renmin University of China
Downloads 90 (296,877)

Abstract:

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Portfolio choice over the life cycle, stock market mean reversion, stock market predictability, hedging demands, lifestyle funds, enhanced target-date funds.

2.

Life-Cycle Portfolio Choice with Imperfect Predictors

Number of pages: 44 Posted: 18 Sep 2019 Last Revised: 11 Jan 2020
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and Renmin University of China
Downloads 30 (484,995)

Abstract:

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Portfolio Choice over the Life Cycle, Stock Market Mean Reversion, Filtering, Stock Market Predictability, Imperfect Predictor

3.

Life-Cycle Consumption and Portfolio Choice with an Imperfect Predictor

Posted: 18 Nov 2016
Yuxin Zhang
Renmin University of China

Abstract:

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Portfolio Choice over the Life Cycle, Stock Market Mean Reversion, Filtering, Stock Market Predictability, Imperfect Predictor