182# Nanhu Avenue
East Lake High-tech Development Zone
Wuhan, Hubei 430073
China
Philadelphia, PA 19122
United States
Zhongnan University of Economics and Law
Temple University
Asset Pricing, Factor Model, Machine Learning, SHAP, XGBoost
Hierarchical Equal Risk Contribution, Asset Allocation, Machine Learning, Portfolio Optimization, Inverse-Variance Portfolio, Hierarchical Risk Parity
Oaxaca-Blinder Decomposition, Continuous Decomposition, Smooth Varying Coefficient Model, Local Regression, Semiparametric Methods, Intergenerational Income Mobility
Distribution Regression, Blinder-Oaxaca Decomposition, Decomposition Analysis, Five-factor Asset Pricing Model, Counterfactual Distributions, Risk Premium
Cross-country Risk Aversion, Blinder-Oaxaca Decomposition, Factor Pricing Model, Time-varying Risk Premia
Intergenerational Income Mobility, Machine Learning, XGBoost, SHAP
Household Finance, Medical Expenditure Risk, Life Cycle Model, Machine Learning
Financial Prediction, Prediction Signs, Signs of Residuals, Decision Making
Intergenerational Income Mobility, Local Linear Estimation, Smooth Coefficient Model
