Mengchuan (Kitty) Wang

Emory University

1300 Clifton Rd NE

Atlanta, GA 30322

United States

  • Emory University

SCHOLARLY PAPERS

3

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264

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Scholarly Papers (3)

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1.

Fund Skills Analysis via Machine Learning

Number of pages: 59 Posted: 28 Nov 2021 Last Revised: 18 Oct 2022
Mengchuan (Kitty) Wang
Emory University
Downloads 145 (307,207)

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Fund Performance Evaluation, Machine Learning

2.

UNexpected Returns: A Model Free Approach

Number of pages: 38 Posted: 03 Apr 2020
Mengchuan (Kitty) Wang
Emory University
Downloads 73 (487,466)

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Portfolio Sorting, Machine Learning, Firm Characteristics, Fund Performance, Basis Assets

3.

Which Portfolios are Most Important to Asset Pricing?

Number of pages: 45 Posted: 20 Dec 2021 Last Revised: 31 Dec 2021
Mengchuan (Kitty) Wang, Neal Galpin and Lin Wu
Emory University, Monash University - Department of Banking and Finance and The University of Melbourne
Downloads 46 (606,516)

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Factor models, stochastic discount factor