Liang Jiang

Fudan University - Fanhai International School of Finance (FISF)

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

7

DOWNLOADS

1,080

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Deep Tangency Portfolios

Number of pages: 55 Posted: 11 Mar 2022 Last Revised: 30 Sep 2023
Guanhao Feng, Liang Jiang, Junye Li and Yizhi Song
City University of Hong Kong (CityU), Fudan University - Fanhai International School of Finance (FISF), Fudan University - School of Management and City University of Hong Kong (CityU)
Downloads 643 (77,883)

Abstract:

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Tangency Portfolios, Deep Learning, Factor Models, Portfolio Optimization, Corporate Bonds.

2.

Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns

Number of pages: 48 Posted: 09 Jul 2020 Last Revised: 01 Aug 2023
Tao Huang, Liang Jiang and Junye Li
Beijing Normal University-Hong Kong Baptist University United International College, Fudan University - Fanhai International School of Finance (FISF) and Fudan University - School of Management
Downloads 188 (297,191)
Citation 1

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Downside variance Premium, Corporate Bond Return Predictability, Equity Options, Probability of Default, Credit Rating Downgrade, Cash Flow Uncertainty

3.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 101 Posted: 27 Sep 2019 Last Revised: 17 Oct 2022
Huafeng (Jason) Chen, Liang Jiang and Weiwei Liu
Fudan University - Fanhai International School of Finance (FISF), Fudan University - Fanhai International School of Finance (FISF) and Tsinghua University - PBC School of Finance (PBCSF)
Downloads 178 (311,935)

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out of sample tests, naïve model averaging, market returns, ridge regression

4.

Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations

Journal of Econometrics, Vol. 234 (2), 758-776. https://doi.org/10.1016/j.jeconom.2022.08.010
Number of pages: 103 Posted: 08 Jul 2021 Last Revised: 10 May 2023
Fudan University - Fanhai International School of Finance (FISF), University of Auckland Business School, University of Macau - Department of Economics and Singapore Management University
Downloads 39 (789,572)
Citation 1

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Covariate-adaptive randomization, High-dimensional data, Regression adjustment, Quantile treatment effects.

5.

Covariate Adjustment in Experiments with Matched Pairs

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-24
Number of pages: 78 Posted: 17 Feb 2023
University of Michigan at Ann Arbor - Department of Economics, Fudan University - Fanhai International School of Finance (FISF), Stanford University - Department of Statistics, University of Chicago and Singapore Management University
Downloads 31 (852,905)

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Experiment, matched pairs, covariate adjustment, randomized controlled trial, treatment assignment, LASSO

6.

Adjustments with Many Regressors Under Covariate-Adaptive Randomizations

Number of pages: 33 Posted: 21 May 2024
Liyao Li, Ke Miao, Yichong Zhang and Liang Jiang
Singapore Management University, Fudan University, Singapore Management University and Fudan University - Fanhai International School of Finance (FISF)
Downloads 1 (1,131,503)

Abstract:

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Covariate-adaptive randomization, many regressors, regression adjustment

7.

Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs

The Review of Economics and Statistics, 1-47. DOI: 10.1162/rest_a_01089. , The University of Auckland Business School Research Paper Series
Posted: 21 Mar 2022
Fudan University - Fanhai International School of Finance (FISF), Zhejiang University - College of Economics, University of Auckland Business School and Singapore Management University

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Bootstrap inference, matched pairs, quantile treatment effect, randomized control trials