Author Page for Celine Sun

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The Systematic Risk of Idiosyncratic Volatility

Number of pages: 45 Posted: 05 Aug 2011 Last Revised: 13 Apr 2014

Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun

Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.

Downloads 1,080 (24,423)

Citation 11

Abstract:

The Cross-Section of Volatility and Expected Returns: Then and Now

Number of pages: 51 Posted: 26 Sep 2019

Andrew L. Detzel, Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun

University of Denver - Daniels College of Business, Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.

Downloads 251 (148,569)

Citation 1

Abstract:

Automated Financial Management: Diversification and Account Size Flexibility

Journal of Investment Management 17(2):1-13

Number of pages: 21 Posted: 21 Nov 2016 Last Revised: 04 Sep 2019

Michael Reher and Celine Sun

University of California, San Diego (UCSD) - Rady School of Management and Wealthfront, Inc.

Downloads 183 (199,690)

Citation 4

Celine Sun

Wealthfront, Inc.

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Scholarly Papers (3)

The Systematic Risk of Idiosyncratic Volatility

Abstract:

The Cross-Section of Volatility and Expected Returns: Then and Now

Abstract:

Automated Financial Management: Diversification and Account Size Flexibility

Abstract: