Victor Chow

West Virginia University - Department of Finance

Professor of Finance

P. O. Box 6025

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 13,373

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Top 13,373

in Total Papers Downloads

3,545

CITATIONS

5

Scholarly Papers (6)

1.

Does VIX Truly Measure Return Volatility?

Number of pages: 35 Posted: 31 Aug 2014 Last Revised: 24 Jan 2018
Victor Chow, Wanjun Jiang and Victoria Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and Tulane University - A.B. Freeman School of Business
Downloads 2,868 (3,892)
Citation 6

Abstract:

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Implied Volatility, VIX, Ex-ante Moments

2.

VIX Decomposed Tail Risk Premia and the Tail Risk Factor

Number of pages: 60 Posted: 14 Mar 2016 Last Revised: 16 Jan 2018
Victor Chow, Wanjun Jiang, Bingxin Li and Victoria Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Tulane University - A.B. Freeman School of Business
Downloads 286 (105,557)

Abstract:

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Tail Risk, Jumps, Risk Premium, Asset Pricing Factor

3.

Conditional Sharpe Ratios

Number of pages: 23 Posted: 02 Sep 2014
Victor Chow and Christine W. Lai
West Virginia University - Department of Finance and Yuan Ze University
Downloads 284 (106,332)

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Sharp ratio, information ratio, portfolio management, stochastic dominance

4.

Mean Swap Variance, Portfolio Thoery and Asset Pricing

Number of pages: 45 Posted: 12 May 2017 Last Revised: 09 Jan 2018
Victor Chow and Zhan Wang
West Virginia University - Department of Finance and West Virginia University, College of Business & Economics, Department of Finance, Students
Downloads 104 (256,717)

Abstract:

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Mean-Variance, Rational Decision Maker, Symmetry, Swap Variance, Human Decision Maker, Asymmetry, Expected Utility Maximization, Stochastic Dominance, Capital Market Equilibrium, Loss-Aversion, and Gain-Preference

5.

Symmetry vs. Asymmetry, Stochastic Dominance Optimization, and The Impact on Capital Asset Pricing

Number of pages: 68 Posted: 19 Aug 2019
Victor Chow, Ben J. Sopranzetti and Zhan Wang
West Virginia University - Department of Finance, Rutgers Business School: Newark and New Brunswick and West Virginia University, College of Business & Economics, Department of Finance, Students
Downloads 3 (626,349)

Abstract:

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Swap-Variance, Asymmetry, Expected Utility, Stochastic Dominance, Gain-Preference, Loss Aversion, CAPM

6.

Unrealistic Optimism and Asymmetry in the Pricing of Equity Tail Risk

Posted: 15 Mar 2018
Victor Chow, Victoria Li and Ben J. Sopranzetti
West Virginia University - Department of Finance, Tulane University - A.B. Freeman School of Business and Rutgers Business School: Newark and New Brunswick

Abstract:

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tail risk, asymmetry, cross-section of stock returns, return prediction, behavioral finance, investor psychology, empirical asset pricing