George Xiang

International College, Renmin University of China

Professor

158 Renai Road

Suzhou Industrial Park

Suzhou, Jinsu 215123

China

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,452

SSRN RANKINGS

Top 16,452

in Total Papers Downloads

3,842

SSRN CITATIONS

0

CROSSREF CITATIONS

12

Scholarly Papers (8)

1.

Portfolio Selection and Omega as a Performance Measure

Number of pages: 13 Posted: 21 Jun 2004
Rocky Roland and George Xiang
Independent and International College, Renmin University of China
Downloads 1,190 (22,058)
Citation 4

Abstract:

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Omega, performance measure, asset pricing model, high moments, risk-adjusted return, market portfolio, efficient frontier

2.

The Risk-Adjusted Return Theory

Number of pages: 16 Posted: 12 Apr 2004
Rocky Roland and George Xiang
Independent and International College, Renmin University of China
Downloads 763 (41,325)
Citation 4

Abstract:

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CAPM, APT, MPT, Risk-adjusted Return, Risk Budgeting, Asset Pricing Moedl, semivariance, downside risk, asymmetric risk

3.

The Risk-Adjusted Return Theory Ii: Comparing it to Other Asset Pricing Models

Number of pages: 15 Posted: 02 Jun 2004
Rocky Roland and George Xiang
Independent and International College, Renmin University of China
Downloads 637 (52,608)
Citation 2

Abstract:

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APT, CAPM, risk-adjusted return, risk budget, asset pricing, three-factor model, multiple regression, tracking error, portfolio management, asset allocation

4.

Asset Pricing Models with Higher Moments

Number of pages: 13 Posted: 21 Jul 2004
Rocky Roland and George Xiang
Independent and International College, Renmin University of China
Downloads 387 (96,583)

Abstract:

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CAPM, Risk-adjusted Return, Asset Pricing Model, Higher Moments, Portfolio Choice

5.

Investment Choices and Risk-Adjusted Performance Measures

Number of pages: 20 Posted: 11 Apr 2008
Mark A. Hooker and George Xiang
State Street Corporate - Advanced Research Center (ARC) and International College, Renmin University of China
Downloads 361 (104,494)
Citation 2

Abstract:

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Asset Pricing, Risk-adjusted Performance Measure, Investment Choice and Risk Measure

6.

Forecasts of Price, Return, and Volatility

Number of pages: 18 Posted: 19 Aug 2005
Rocky Roland and George Xiang
Independent and International College, Renmin University of China
Downloads 233 (165,032)

Abstract:

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Price forecast, return forecast, volatility forecast, price estimation, return estimation, volatility estimation, high momoents, ARCH, GARCH

7.

Tilt Nickels to Diamonds: An Orthogonalization Approach

Journal of Investment Management, 2019, 17 (4), 1-19.
Number of pages: 30 Posted: 14 Apr 2014 Last Revised: 25 Sep 2019
Wenfeng Wu, George Xiang and Tong Yu
Shanghai Jiao Tong University - Antai College of Economics & Management, International College, Renmin University of China and University of Cincinnati - Department of Finance - Real Estate
Downloads 187 (202,373)

Abstract:

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Indexing, Smart Beta, Tilting, Enhanced Index, Portfolio Efficiency

8.

Investment Choices, and Risk-Adjusted Performance Measures with Skewness

Number of pages: 29 Posted: 04 May 2015 Last Revised: 09 Jun 2015
Larry Zhang and George Xiang
China Investment Corporation and International College, Renmin University of China
Downloads 84 (366,575)

Abstract:

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Sharpe Ratio, Skewness, risk-adjusted return, asymmetric return