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Xudong Wen

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

SCHOLARLY PAPERS

2

DOWNLOADS

560

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Inferring Mutual Fund Intra-Quarter Trading: An Application to ESG Window Dressing

PBCSF-NIFR Research Paper
Number of pages: 67 Posted: 04 Oct 2024 Last Revised: 19 Jun 2025
Tsinghua University - PBC School of Finance, The University of Hong Kong - Faculty of Business and Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance, Hong Kong University of Science & Technology (HKUST) and CITIC Securities
Downloads 289 (267,252)

Abstract:

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Mutual Funds, Intra-quarter Trading, Novel Method, ESG, Window Dressing

2.

Portfolio Choice with Subset Aggregation of Asset Characteristics

Number of pages: 67 Posted: 29 Mar 2022 Last Revised: 06 Sep 2022
Emory University, Renmin University, Hong Kong University of Science & Technology (HKUST) and Renmin University of China - School of Finance
Downloads 271 (286,114)

Abstract:

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parametric portfolio choice, subset combination, model uncertainty, shrinkage