Xiaochen (Michael) Sun

HSBC Global Asset Management

Alternative Beta Strategies

78 St. James's Street

London, London SW1A 1EJ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

463

CITATIONS
Rank 20,075

SSRN RANKINGS

Top 20,075

in Total Papers Citations

23

Scholarly Papers (2)

1.

Mixture Distribution Scenarios for Investment Decisions with Downside Risk

Number of pages: 31 Posted: 29 Aug 2008 Last Revised: 16 Jul 2009
Leela R. Mitra, Xiaochen (Michael) Sun, Diana Roman, Gautam Mitra and Keming Yu
CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, HSBC Global Asset Management, Brunel University London - School of Information Systems, Computing and Mathematics, Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications and Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications
Downloads 278 (107,988)
Citation 1

Abstract:

Loading...

Scenario generation, downside risk, investment choice

2.

Nonparametric Multivariate Conditional Distribution and Quantile Regression

Number of pages: 27 Posted: 10 Sep 2008
Keming Yu, Xiaochen (Michael) Sun and Gautam Mitra
Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, HSBC Global Asset Management and Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications
Downloads 185 (160,937)
Citation 22

Abstract:

Loading...

Conditional distribution, Conditional quantiles, Copula, High-dimension, Local quadratic regression, nonparametric estimation, Partial derivative, Semiparametric estimation

Other Papers (1)

Total Downloads: 0
1.

The Mid‐Cap Effect in Europe

Posted: 15 Mar 2016
Zoltán Nagy and Xiaochen (Michael) Sun
MSCI Inc. and HSBC Global Asset Management

Abstract:

Loading...

Mid-Cap, Equity Risk Model