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 19,346

SSRN RANKINGS

Top 19,346

in Total Papers Downloads

4,931

SSRN CITATIONS

8

CROSSREF CITATIONS

5

Ideas:
“  Volatility Asymmetries, Asymmetry-Risk, and Stochastic Dominance Asset Pricing  ”

Scholarly Papers (6)

1.

Does VIX Truly Measure Return Volatility?

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Forthcoming
Number of pages: 35 Posted: 31 Aug 2014 Last Revised: 07 Jul 2020
Victor Chow, Wanjun Jiang and Jingrui Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and Stevens Institute of Technology - School of Business
Downloads 3,609 (6,001)
Citation 9

Abstract:

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Implied Volatility, VIX, Ex-ante Moments

2.

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 456 (118,946)
Citation 1

Abstract:

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Sharp ratio, information ratio, portfolio management, stochastic dominance

3.

Decomposing the VIX: Implications for the Predictability of Stock Returns

The Financial Review, Forthcoming
Number of pages: 39 Posted: 14 Mar 2016 Last Revised: 19 Aug 2020
Victor Chow, Wanjun Jiang, Bingxin Li and Jingrui Li
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Stevens Institute of Technology - School of Business
Downloads 451 (120,551)
Citation 6

Abstract:

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Polynomial Variation, Quadratic Variation, Variance Risk Premium, Tail Risk Premium, Predictability

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 Research Center of Finance, Shanghai Business School
Downloads 150 (361,083)

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.

Persistence of Jump-Induced Tail Risk and Limits to Arbitrage

Quantitative Finance, Forthcoming
Number of pages: 49 Posted: 22 Nov 2022 Last Revised: 27 Nov 2022
West Virginia University - Department of Finance, New York University (NYU) - Department of Finance, Stevens Institute of Technology - School of Business and Rutgers Business School: Newark and New Brunswick
Downloads 142 (377,264)

Abstract:

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tail risk, asymmetry, cross-section of stock returns, return prediction, empirical asset pricing

6.

Asymmetry-Risk and Stochastic Dominance Asset Pricing

Number of pages: 70 Posted: 19 Aug 2019 Last Revised: 29 Jun 2020
Victor Chow, Ben J. Sopranzetti and Zhan Wang
West Virginia University - Department of Finance, Rutgers Business School: Newark and New Brunswick and Research Center of Finance, Shanghai Business School
Downloads 123 (421,378)

Abstract:

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Volatility Asymmetry, Stochastic Dominance, Asset Pricing, CAPM