Rui Zhao

BlackRock, Inc.

55 East 52nd Street

New York City, NY 10055

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 6,303

SSRN RANKINGS

Top 6,303

in Total Papers Downloads

12,392

SSRN CITATIONS
Rank 7,092

SSRN RANKINGS

Top 7,092

in Total Papers Citations

225

CROSSREF CITATIONS

11

Scholarly Papers (4)

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 7,373 (1,707)
Citation 69

Abstract:

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

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 3,192 (6,874)
Citation 4

Abstract:

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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 368 (144,601)
Citation 18

Abstract:

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hedge fund performance, manager characteristics, hedge fund flows

3.
Downloads 1,122 (35,007)
Citation 10

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

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 23 Mar 2005
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.
Downloads 903 (46,794)
Citation 11

Abstract:

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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
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.
Downloads 219 (247,200)
Citation 3

Abstract:

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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
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
BlackRock, Inc, BlackRock, Inc, JP Morgan Fleming Asset Management and BlackRock, Inc.
Downloads 337 (160,353)

Abstract:

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