Binbin Deng

Compass Lexecon

Senior Economist

332 South Michigan Avenue

Suite 1300

Chicago, IL 60604

United States

SCHOLARLY PAPERS

5

DOWNLOADS

280

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.
Downloads 142 (233,753)

Abstract:

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OTC Trading, Central Counterparty Clearing, Counterparty Exposures, Allocation Efficiency, Collateral Requirement, Aggregate Risk

2.

Volatility and Returns: Evidence from China

Number of pages: 36 Posted: 05 Aug 2019
Yeguang Chi, Xiao Qiao, Sibo Yan and Binbin Deng
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Paraconic Technologies US Inc., Independent and Compass Lexecon
Downloads 118 (271,097)

Abstract:

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volatility, returns, portfolio management, forecasting

3.

Regime Learning and Asset Prices in a Long-Run Model: Theory

Proceedings of the 2015 Cambridge Business & Economics Conference
Number of pages: 31 Posted: 19 Sep 2017 Last Revised: 28 Sep 2017
Binbin Deng
Compass Lexecon
Downloads 20 (591,853)

Abstract:

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Equilibrium asset pricing, Recursive preferences, Long-run model, Jump risk, Markov regimes, Imperfect information, Bayesian learning

4.

Downside Volatility-Managed Portfolios

Journal of Portfolio Management, Forthcoming
Posted: 01 Sep 2018 Last Revised: 18 May 2020
Xiao Qiao, Sibo Yan and Binbin Deng
Paraconic Technologies US Inc., Independent and Compass Lexecon

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volatility, portfolio management, downside volatility, asymmetry, mean variance

5.

A Simple Model of Managerial Incentives and Portfolio-Investment Decision

Journal of Business and Economics, Vol. 7(7), p. 1059-1076, 2016
Posted: 21 Sep 2017 Last Revised: 23 Sep 2017
Binbin Deng
Compass Lexecon

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Managerial Incentives, Executive Compensation, Corporate Investment, Portfolio Choice, Asset Allocation, Dynamic Optimization