Liang Jiang

Fudan University - Fanhai International School of Finance (FISF)

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

5

DOWNLOADS

385

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Interpretable and Arbitrage-Free Deep Learning for Corporate Bond Pricing

Number of pages: 43 Posted: 11 Mar 2022
Guanhao Feng, Liang Jiang and Junye Li
City University of Hong Kong (CityU), Fudan University - Fanhai International School of Finance (FISF) and Fudan University - School of Management
Downloads 158 (256,269)

Abstract:

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Deep Learning, Firm Characteristics, Corporate Bonds, Bond Portfolios, Latent Factor Models, No Arbitrage

2.

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

Number of pages: 41 Posted: 09 Jul 2020 Last Revised: 13 Jul 2020
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 120 (316,848)

Abstract:

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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: 106 Posted: 27 Sep 2019 Last Revised: 18 Oct 2021
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 90 (383,239)

Abstract:

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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

Number of pages: 102 Posted: 08 Jul 2021 Last Revised: 02 May 2022
Fudan University - Fanhai International School of Finance (FISF), University of Auckland Business School, University of Macau - Department of Economics and Singapore Management University
Downloads 17 (717,148)

Abstract:

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

5.

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), School of Economics, Academy of Financial Research, Zhejiang University, University of Auckland Business School and Singapore Management University

Abstract:

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