Yibing Du

The University of Texas At Arlington

SCHOLARLY PAPERS

1

DOWNLOADS

131

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

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 University of Texas of the Permian Basin
Downloads 131 (404,422)

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 11
1.

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 11

Abstract:

Loading...

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