Yibing Du

The University of Texas At Arlington

Arlington, TX

United States

http://https://mentis.uta.edu/explore/profile/yibing%20-du

  • The University of Texas At Arlington

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    • Tel: 8172723705
    • Fax: 76019
SCHOLARLY PAPERS

1

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106

SSRN CITATIONS

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Scholarly Papers (1)

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1.

Impacts of Sector and Company Size on Effective Factor Investing:Evidence from U.S. Equity Markets

Number of pages: 41 Posted: 23 Nov 2020
Salil K. Sarkar, Yibing Du and Nima Vafai
University of Texas at Arlington - College of Business Administration, The University of Texas At Arlington and The university of Texas Permian Basin
Downloads 106 (386,500)

Abstract:

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factor investing, factor analysis, factor premium, two-step regression, common factors, sectors, yield curve, credit curve

Other Papers (1)

Total Downloads: 7
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Management Styles In a Diversified Portfolio: Co-movement of Diversification and Factor Exposures

Number of pages: 9 Posted: 23 Nov 2020
Yibing Du
The University of Texas At Arlington
Downloads 7

Abstract:

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management styles, diversified portfolio, factor investing, smart beta strategy, asset factor loadings, transformation matrix, enhanced risk return tradeoff, risk adjusted return