Xun Zhong

Fordham University - Finance Area

45 Columbus Avenue, Room 620

New York, NY 10023

United States

  • Fordham University - Finance Area

SCHOLARLY PAPERS

5

DOWNLOADS

1,689

TOTAL CITATIONS

4

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Information Aggregation and P-hacking

Fox School of Business Research Paper No. 17-004
Number of pages: 55 Posted: 20 Dec 2016 Last Revised: 29 Aug 2018
Oleg Rytchkov and Xun Zhong
Temple University - Department of Finance and Fordham University - Finance Area
Downloads 569 (97,280)
Citation 4

Abstract:

Loading...

predictability of returns, p-hacking, forecast combination, 3PRF, PLS

2.

Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis

Number of pages: 77 Posted: 17 Jan 2020 Last Revised: 21 Feb 2023
Oleg Rytchkov and Xun Zhong
Temple University - Department of Finance and Fordham University - Finance Area
Downloads 526 (107,245)

Abstract:

Loading...

asset pricing, stochastic discount factor, machine learning, elastic net, macroeconomic shocks

3.

Regularized Mimicking Portfolios

Number of pages: 41 Posted: 17 Mar 2022
Dan Luo, Oleg Rytchkov and Xun Zhong
Temple University - Department of Finance, Temple University - Department of Finance and Fordham University - Finance Area
Downloads 240 (254,192)

Abstract:

Loading...

mimicking portfolio, regularization, cross-validation, GMM

4.

Securities Portfolio Management in the Banking Sector

Number of pages: 36 Posted: 20 Mar 2023
Samuel Rosen and Xun Zhong
Temple University, Fox School of Business and Fordham University - Finance Area
Downloads 184 (327,257)

Abstract:

Loading...

indirect contagion, systemic risk, macroprudential supervision

5.

ETFs, Creation and Redemption Processes, and Bond Liquidity

Number of pages: 64 Posted: 18 Nov 2021 Last Revised: 15 Apr 2024
John D. Finnerty, John D. Finnerty, Natalia Reisel and Xun Zhong
Fordham University - Finance AreaFinnerty Economic Consulting LLC, Fordham University and Fordham University - Finance Area
Downloads 170 (349,297)

Abstract:

Loading...

bond ETF, bond liquidity, mispricing arbitrage