Chunhua Lan

University of New Brunswick - Fredericton

Bailey Drive

P.O. Box 4400

Fredericton NB E3B 5A3

Canada

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 36,564

SSRN RANKINGS

Top 36,564

in Total Papers Downloads

1,174

CITATIONS
Rank 40,523

SSRN RANKINGS

Top 40,523

in Total Papers Citations

8

Scholarly Papers (5)

1.

Holding Horizon: A New Measure of Active Investment Management

American Finance Association Meetings 2015 Paper, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 77 Posted: 31 Oct 2014 Last Revised: 26 Jun 2019
Chunhua Lan, Fabio Moneta and Russ Wermers
University of New Brunswick - Fredericton, Queen's University - Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 411 (69,554)
Citation 1

Abstract:

Loading...

mutual funds, performance evaluation, investment horizons, selection skills

The Economic Value of Exploiting Time-Varying Return Moments

EFA 2008 Athens Meetings Paper
Number of pages: 53 Posted: 03 Mar 2008 Last Revised: 25 Nov 2008
Chunhua Lan
University of New Brunswick - Fredericton
Downloads 116 (237,293)

Abstract:

Loading...

Dynamic portfolio choices, real-time portfolio performance, out-of-sample portfolio performance

An Out-of-Sample Evaluation of Dynamic Portfolio Strategies

Forthcoming in the Review of Finance, EFA 2008 Athens Meetings Paper
Number of pages: 55 Posted: 25 Mar 2008 Last Revised: 25 Nov 2014
Chunhua Lan
University of New Brunswick - Fredericton
Downloads 107 (251,429)
Citation 2

Abstract:

Loading...

dynamic portfolio choice, real-time portfolio performance, out-of-sample portfolio performance

3.

Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 93 Posted: 15 Mar 2012 Last Revised: 26 Jul 2016
Pierluigi Balduzzi and Chunhua Lan
Boston College - Carroll School of Management and University of New Brunswick - Fredericton
Downloads 208 (144,546)
Citation 5

Abstract:

Loading...

Campbell-Shiller decomposition, time-varying second moments, stock-bond covariance

4.

Cash-Flow Timing vs. Discount-Rate Timing: An Examination of Mutual Fund Market-Timing Skills

Finance Down Under 2016 Building on the Best from the Cellars of Finance , American Finance Association Meetings, 2017 Chicago
Number of pages: 91 Posted: 01 Oct 2015 Last Revised: 13 Jun 2019
Chunhua Lan and Russ Wermers
University of New Brunswick - Fredericton and University of Maryland - Robert H. Smith School of Business
Downloads 177 (167,617)

Abstract:

Loading...

Cash-flow timing, discount-rate timing, market timing

5.

Characterizing the Co-Movement of the Stock and Bond Markets

Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 25 Nov 2008
Chunhua Lan
University of New Brunswick - Fredericton
Downloads 155 (187,870)

Abstract:

Loading...

time-varying covariance, stock market, bond market