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Optimal portfolio choice with unknown benchmark efficiency
Kan, Raymond
;
Wang, Xiaolu
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6117-6138
Persistent link: https://www.econbiz.de/10015138030
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2
Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
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3
Optimal portfolio selection with and without risk-free asset
Kan, Raymond
;
Wang, Xiaolu
;
Zhou, Guofu
-
2016
-
Current version: March, 2016
Persistent link: https://www.econbiz.de/10011442786
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4
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
Kan, Raymond
;
Wang, Xiaolu
;
Zheng, Xinghua
- In:
Journal of financial economics
155
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072280
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5
Wang Xiaolu comment on how China managed the COVID-19 pandemic
Wang, Xiaolu
- In:
Asian economic papers
20
(
2021
)
1
,
pp. 105-108
Persistent link: https://www.econbiz.de/10012659678
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6
Institutional reform and economic growth of China : 40-year progress toward marketization
Fan, Gang
;
Ma, Guangrong
;
Wang, Xiaolu
- In:
Acta oeconomica : periodical of the Hungarian Academy …
69
(
2019
),
pp. 7-20
Persistent link: https://www.econbiz.de/10012438985
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7
Option backdating announcements and information advantage of institutional investors
Huang, Wenli
;
Lu, Hai
;
Wang, Xiaolu
- In:
Journal of accounting, auditing & finance : JAAF
35
(
2020
)
4
,
pp. 696-722
Persistent link: https://www.econbiz.de/10012308879
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8
Adaptive coordinate sampling for stochastic primal-dual optimization
Liu, Huikang
;
Wang, Xiaolu
;
So, Anthony Man-Cho
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 24-47
Persistent link: https://www.econbiz.de/10012630720
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9
Alcohol consumption and income : evidence from one-sample and two-sample Mendelian randomizations
Wang, Xiaolu
;
Chen, Qihui
;
Zhao, Qiran
;
Zhu, Chen
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470539
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10
On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
36
(
2016
),
pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
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