Rui Zhao

BlackRock, Inc.

55 East 52nd Street

New York City, NY 10055

United States

  • BlackRock, Inc.

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SCHOLARLY PAPERS

4

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Rank 6,795

SSRN RANKINGS

Top 6,795

in Total Papers Downloads

13,410

TOTAL CITATIONS
Rank 6,968

SSRN RANKINGS

Top 6,968

in Total Papers Citations

105

Scholarly Papers (4)

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1.

What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?

AFA 2009 San Francisco Meetings Paper
Number of pages: 38 Posted: 26 Mar 2008 Last Revised: 15 Aug 2008
Xiaoyan Zhang, Rui Zhao and Yuhang Xing
Tsinghua University - PBC School of Finance, BlackRock, Inc. and Rice University
Downloads 8,086 (1,732)
Citation 69

Abstract:

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stock return predictability, option-implied volatility smirks, cross-sectional asset pricing

2.

Investing in Talents: Manager Characteristics and Hedge Fund Performances

Downloads 3,656 ( 6,674)
Citation 22

Investing in Talents: Manager Characteristics and Hedge Fund Performances

Number of pages: 41 Posted: 03 Jun 2007 Last Revised: 18 Mar 2008
Haitao Li, Rui Zhao and Xiaoyan Zhang
University of Michigan - Stephen M. Ross School of Business, BlackRock, Inc. and Tsinghua University - PBC School of Finance
Downloads 3,225 (8,026)
Citation 4

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hedge fund performance, manager characteristics, hedge fund flows

Investing in Talents: Manager Characteristics and Hedge Fund Performances

Number of pages: 41 Posted: 18 Mar 2008
Haitao Li, Rui Zhao and Xiaoyan Zhang
University of Michigan - Stephen M. Ross School of Business, BlackRock, Inc. and Tsinghua University - PBC School of Finance
Downloads 431 (143,325)
Citation 18

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hedge fund performance, manager characteristics, hedge fund flows

3.

Do Funds-of-Funds Deserve Their Fees-on-Fees?

Downloads 1,168 (39,351)
Citation 14

Do Funds-of-Funds Deserve Their Fees-on-Fees?

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 23 Mar 2005
Andrew Ang, Matthew Rhodes-Kropf and Rui Zhao
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.
Downloads 935 (53,071)
Citation 11

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hedge fund, fund-of-funds, portfolio allocation, certainty equivalent

Do Funds-of-Funds Deserve Their Fees-on-Fees?

NBER Working Paper No. w13944
Number of pages: 34 Posted: 17 Apr 2008 Last Revised: 08 Aug 2022
Andrew Ang, Matthew Rhodes-Kropf and Rui Zhao
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.
Downloads 233 (277,691)
Citation 3

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Do Funds-of-Funds Deserve Their Fees-on-Fees?

Journal of Investment Management, Fourth Quarter 2008
Posted: 26 Nov 2008 Last Revised: 15 Jun 2011
Andrew Ang, Rui Zhao and Matthew Rhodes-Kropf
BlackRock, Inc, BlackRock, Inc. and Harvard Business School - Entrepreneurial Management Unit

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Hedge funds, survivorship bias, performance evaluation, benchmarking, asset allocation

4.

Optimal Portfolio Choice with Absorbing State Markov Chains

Number of pages: 34 Posted: 10 Jul 2023 Last Revised: 14 Jul 2023
Andrew Ang, Henry Shen, Jeffrey YuQing Shen and Rui Zhao
BlackRock, Inc, BlackRock, Inc, JP Morgan Fleming Asset Management and BlackRock, Inc.
Downloads 500 (121,347)

Abstract:

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Decoupling, Uninvestable, Asset Allocation, Regime Switching, Hedging Demand, Emerging Markets