Rui Zhao

BlackRock, Inc.

55 East 52nd Street

New York City, NY 10055

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 4,017

SSRN RANKINGS

Top 4,017

in Total Papers Downloads

9,133

CITATIONS
Rank 5,441

SSRN RANKINGS

Top 5,441

in Total Papers Citations

94

Scholarly Papers (3)

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 4,872 (1,410)
Citation 66

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 3,039 (3,156)
Citation 15

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 243 (116,394)
Citation 15

Abstract:

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hedge fund performance, manager characteristics, hedge fund flows

3.
Downloads 979 ( 20,470)
Citation 11

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 822 (25,995)
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: 09 Aug 2010
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.
Downloads 157 (175,549)
Citation 11

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

Abstract:

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