Mengchuan (Kitty) Wang

Emory University

1300 Clifton Rd NE

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

3

DOWNLOADS

431

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Disentangling Market Timing from Stock Picking---A Machine Learning Based Approach

Number of pages: 75 Posted: 28 Nov 2021 Last Revised: 07 Sep 2023
Mengchuan (Kitty) Wang, Michael F. Gallmeyer and Andrea Lu
Emory University, University of Virginia (UVA) - McIntire School of Commerce and The University of Melbourne - Department of Finance
Downloads 260 (222,277)

Abstract:

Loading...

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 88 (540,167)

Abstract:

Loading...

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 83 (559,837)

Abstract:

Loading...

Factor models, stochastic discount factor