Xiaolu Wang

Iowa State University

Associate Professor

2167 Union Drive

Ames, IA 50011

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 19,069

SSRN RANKINGS

Top 19,069

in Total Papers Downloads

3,331

SSRN CITATIONS
Rank 34,350

SSRN RANKINGS

Top 34,350

in Total Papers Citations

15

CROSSREF CITATIONS

9

Scholarly Papers (9)

1.

Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case

29th Australasian Finance and Banking Conference 2016, Rotman School of Management Working Paper No. 2819254
Number of pages: 48 Posted: 10 Feb 2016 Last Revised: 06 Jan 2021
Raymond Kan, Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management, Iowa State University and Washington University in St. Louis - John M. Olin Business School
Downloads 1,013 (27,913)
Citation 11

Abstract:

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portfolio choice, estimation risk, mean-variance optimization, optimal combining

2.

On the Distribution of the Sample Autocorrelation Coefficients

Number of pages: 52 Posted: 24 Nov 2008 Last Revised: 10 Aug 2009
Raymond Kan and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Downloads 554 (62,819)
Citation 1

Abstract:

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Sample autocorrelation coefficient, Finite sample distribution, Rank one update

3.

On the Economic Value of Alphas

Number of pages: 77 Posted: 15 Mar 2011 Last Revised: 28 May 2019
Raymond Kan and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Downloads 543 (64,377)

Abstract:

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Alpha, optimal portfolio, estimation risk, combining portfolio

4.

Price Shocks, News Disclosures, and Asymmetric Drifts

Accounting Review, Vol. 89, No. 5, 2014
Number of pages: 52 Posted: 08 Aug 2009 Last Revised: 13 Jan 2016
Hai Lu, Kevin Q. Wang and Xiaolu Wang
University of Toronto - Rotman School of Management, University of Toronto - Joseph L. Rotman School of Management and Iowa State University
Downloads 496 (72,119)
Citation 1

Abstract:

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Price shocks, disclosures, disagreement, drift, stock return

5.

In-Sample and Out-of-Sample Sharpe Ratios of Multi-Factor Asset Pricing Models

Number of pages: 63 Posted: 03 Oct 2019 Last Revised: 22 Feb 2021
Raymond Kan, Xiaolu Wang and Xinghua Zheng
University of Toronto - Rotman School of Management, Iowa State University and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 337 (112,945)
Citation 3

Abstract:

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Multi-Factor Asset Pricing Models; Sharpe Ratio; Out-of-Sample Performance

Option Backdating Announcements and Information Advantage of Institutional Investors

Rotman School of Management Working Paper No. 2513688
Number of pages: 44 Posted: 23 Oct 2014 Last Revised: 26 Mar 2016
Wenli Huang, Hai Lu and Xiaolu Wang
Hong Kong Polytechnic University, University of Toronto - Rotman School of Management and Iowa State University
Downloads 163 (228,228)

Abstract:

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Information advantage, fund-firm pair, institutional investors, option backdating, earnings announcements

Option Backdating Announcements and Information Advantage of Institutional Investors

Journal of Accounting, Auditing and Finance, Forthcoming
Number of pages: 44 Posted: 27 Jun 2018
Wenli Huang, Hai Lu and Xiaolu Wang
Hong Kong Polytechnic University, University of Toronto - Rotman School of Management and Iowa State University
Downloads 30 (590,615)
Citation 2

Abstract:

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information advantage, fund-firm pair, connectedness, institutional investors, option backdating, earnings announcement

7.

Computationally Efficient Recursions for Top-Order Invariant Polynomials with Applications

Econometric Theory, Forthcoming
Number of pages: 39 Posted: 20 Mar 2007 Last Revised: 01 Mar 2008
Raymond Kan, Xiaolu Wang and Grant Hillier
University of Toronto - Rotman School of Management, Iowa State University and University of Southampton - Division of Economics
Downloads 73 (397,756)
Citation 3

Abstract:

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Invariant polynomials, quadratic form

8.

Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors

Number of pages: 44 Posted: 28 May 2009 Last Revised: 23 Mar 2016
Grant Hillier, Raymond Kan and Xiaolu Wang
University of Southampton - Division of Economics, University of Toronto - Rotman School of Management and Iowa State University
Downloads 69 (410,156)
Citation 4

Abstract:

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Generating functions, Quadratic forms, Ratio of quadratic forms

9.

Optimal Portfolio Choice with Benchmark

Rotman School of Management Working Paper No. 3760640
Number of pages: 57 Posted: 23 Feb 2021
Raymond Kan and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Downloads 53 (466,566)

Abstract:

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portfolio choice; estimation errors; benchmark efficiency;