Yeung Lewis Chan

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

Professor

Clear Water Bay, Kowloon

Hong Kong

SCHOLARLY PAPERS

3

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46

CROSSREF CITATIONS

609

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 591 (45,365)

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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: 25 Oct 2010
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 48 (411,666)
Citation 15

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

Journal of Political Economy, No. 110, December 2002
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

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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 325 (94,639)
Citation 21

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3.
Downloads 206 (151,317)
Citation 168

A Multivariate Model of Strategic Asset Allocation

NBER Working Paper No. w8566
Number of pages: 79 Posted: 25 Oct 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 169 (181,105)
Citation 2

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A Multivariate Model of Strategic Asset Allocation

CEPR Discussion Paper No. 3070
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 (457,081)
Citation 7
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Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation