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Qiyu Wang

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

86

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Taking the Wind of China's Accelerated Carbon Neutrality Transition

Number of pages: 28 Posted: 17 Jul 2024
Qiyu Wang and Terence Tai-Leung Chong
affiliation not provided to SSRN and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 36 (1,249,711)

Abstract:

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carbon neutrality, divergence after 2016, ESG funds asset pricing, dynamic conditional correlation, risk-managed portfolios

2.

Creditable Bonds' Multi-Functional Roles During the Covid-19 Pandemic

Number of pages: 41 Posted: 27 Jun 2024
affiliation not provided to SSRN, University of Sheffield and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 27 (1,372,601)

Abstract:

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COVID-19 health pandemic, Performance, Safe haven asset, Relief policies, Federal fund rate rise

3.

A Carbon Neutrality Factor for China: Lasso Selection, LowCorrelation, and DCC Portfolio Performance

Number of pages: 20 Posted: 03 Apr 2026
Qiyu Wang and Terence Tai-Leung Chong
affiliation not provided to SSRN and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 23 (1,509,872)

Abstract:

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carbon neutrality factor, divergence after 2016, LASSO, asset pricing, dynamic conditional correlation, portfolio tilt, out-of-sample minimal variance portfolios