Yeung Lewis Chan

Hong Kong University of Science & Technology (HKUST) - Department of Finance

Professor

Clear Water Bay, Kowloon

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

1,225

SSRN CITATIONS
Rank 1,803

SSRN RANKINGS

Top 1,803

in Total Papers Citations

97

CROSSREF CITATIONS

611

Scholarly Papers (3)

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

EFA 2001 Barcelona Meetings; The Wharton School, Rodney L. White Center Working Paper No. 014-00
Number of pages: 47 Posted: 08 Nov 2000
Leonid Kogan and Yeung Lewis Chan
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 603 (61,205)
Citation 2

Abstract:

Loading...

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

NBER Working Paper No. w8607
Number of pages: 38 Posted: 17 Nov 2001 Last Revised: 20 Apr 2022
Yeung Lewis Chan and Leonid Kogan
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (514,554)
Citation 30

Abstract:

Loading...

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

Posted: 05 Dec 2002
Yeung Lewis Chan and Leonid Kogan
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

2.

Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets

AFA 2001 New Orleans
Number of pages: 59 Posted: 22 Dec 2000
Yeung Lewis Chan and Luis M. Viceira
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
Downloads 349 (118,679)
Citation 22

Abstract:

Loading...

3.
Downloads 221 (188,671)
Citation 179

A Multivariate Model of Strategic Asset Allocation

NBER Working Paper No. w8566
Number of pages: 79 Posted: 25 Oct 2001 Last Revised: 20 Apr 2022
John Y. Campbell, Yeung Lewis Chan and Luis M. Viceira
Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
Downloads 184 (222,958)
Citation 2

Abstract:

Loading...

A Multivariate Model of Strategic Asset Allocation

Number of pages: 81 Posted: 06 Dec 2001
John Y. Campbell, Yeung Lewis Chan and Luis M. Viceira
Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
Downloads 37 (590,072)
Citation 14
  • Add to Cart

Abstract:

Loading...

Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation