Xiaoyang Zhuo

Beijing Institute of Technology - School of Management and Economics

5 South Zhongguancun Street

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

3

DOWNLOADS

571

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Theory of Equivalent Expectation Measures for Contingent Claim Returns

Journal of Finance, Forthcoming
Number of pages: 100 Posted: 27 Oct 2020 Last Revised: 24 May 2022
Sanjay K. Nawalkha and Xiaoyang Zhuo
University of Massachusetts Amherst - Isenberg School of Management and Beijing Institute of Technology - School of Management and Economics
Downloads 540 (97,617)
Citation 3

Abstract:

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Dynamic change of measure, Equivalent expectation measure, Expected returns, Risk-neutral valuation, Contingent claims

2.

Equivalent Expectation Measures for Risk and Return Analysis of Contingent Claims

Number of pages: 29 Posted: 20 Dec 2023
Sanjay K. Nawalkha and Xiaoyang Zhuo
University of Massachusetts Amherst - Isenberg School of Management and Beijing Institute of Technology - School of Management and Economics
Downloads 31 (858,100)

Abstract:

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Option returns, Bond returns, Equivalent expectation measures, Mean-variance optimization, Modern portfolio theory, Option-embedded portfolios

3.

The Issuer-Pays Business Model and Competitive Rating Market: Rating Network Structure

Journal of Real Estate Finance and Economics, Vol. 55, No. 2, 2017
Posted: 06 Oct 2017
Xiaoyang Zhuo, Guangli Xu and Yongjin Wang
Beijing Institute of Technology - School of Management and Economics, Nankai University and Nankai University - Business School

Abstract:

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Rating network structure; Credit rating agencies; Ratings shopping; Rating accuracy