Yudi Wu

University of Exeter Business School - Department of Finance

PhD student

Exeter

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

191

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Circus Ring to Zoo to Museum: The Fragility of Factors in Characteristic-based Asset Pricing Models

Number of pages: 40 Posted: 06 Jan 2020
Abhay Abhyankar and Yudi Wu
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and University of Exeter Business School - Department of Finance
Downloads 148 (277,645)

Abstract:

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Characteristics, Anomalies, Factor Models, Risk Premia

2.

Factor Forestry: Pruning using an Economic Chainsaw

Number of pages: 36 Posted: 03 Mar 2021 Last Revised: 07 Mar 2022
Abhay Abhyankar and Yudi Wu
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and University of Exeter Business School - Department of Finance
Downloads 43 (567,302)

Abstract:

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Factor Models, Consumption-CAPM, consumption growth, state variables