Ran Shi

University of Colorado Boulder - Department of Finance

Assistant Professor

995 Regent Drive

Boulder, CO 80309

United States

http://ranshi.one

  • University of Colorado Boulder - Department of Finance

SCHOLARLY PAPERS

3

DOWNLOADS

684

TOTAL CITATIONS

5

Scholarly Papers (3)

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1.

Model Uncertainty in the Cross Section of Stock Returns

Number of pages: 75 Posted: 14 Sep 2021 Last Revised: 08 May 2025
Jiantao Huang and Ran Shi
The University of Hong Kong - Faculty of Business and Economics and University of Colorado Boulder - Department of Finance
Downloads 422 (150,635)

Abstract:

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Model Uncertainty, Asset Pricing Factor, Bayesian Inference, Model Selection Consistency, Omitted Factors, Mutual Fund Flows

2.

The Spread of COVID-19 in London: Network Effects and Optimal Lockdowns

Number of pages: 52 Posted: 22 Oct 2020 Last Revised: 07 Feb 2023
Christian Julliard, Ran Shi and Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance, University of Colorado Boulder - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 134 (463,242)
Citation 5

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COVID-19, networks, key players, spatial modelling, SIR model

3.

Conditional Asset Pricing with Text-Managed Portfolios

HKU Jockey Club Enterprise Sustainability Global Research Institute Paper No. 2025/022
Number of pages: 43 Posted: 24 Feb 2025 Last Revised: 02 Apr 2025
Jian Feng, Jiantao Huang, Shiyang Huang and Ran Shi
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Colorado Boulder - Department of Finance
Downloads 128 (486,532)

Abstract:

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factor models, mean-variance efficiency, conditioning information, text data