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Theoretical Papers - Determining compromise weights for group decision making

Yan, H.; Wei, Q. - In: Journal of the Operational Research Society : OR 53 (2002) 6, pp. 680-687

Persistent link: https://www.econbiz.de/10006034236

Braid matrices and quantum gates for Ising anyons topological quantum computation

Fan, Z.; Garis, H. de - In: The European Physical Journal B - Condensed Matter and … 74 (2010) 3, pp. 419-427

Persistent link: https://www.econbiz.de/10009280518

What drives diversity hiring in the mutual fund management industry?

Dewald, Frederick P.; Fan, Zaifeng; Yu, Linda - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014526666

Anisotropic properties of human tibial cortical bone as measured by nanoindentation

Fan, Z.; Swadener, J.G.; Rho, J.Y.; Roy, M.E.; Pharr, G.M. - In: Journal of orthopaedic research : official publ. of the … 20 (2002) 4, pp. 806-810

Persistent link: https://www.econbiz.de/10006894991

Essays on international portfolio choice and asset pricing under financial contagion

Fan, Zhenzhen - 2017

Persistent link: https://www.econbiz.de/10012120951

US equity tail risk and currency risk premia

Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - 2019 - This version: July 2019

Persistent link: https://www.econbiz.de/10012065069

Moment Risk Premia and Stock Return Predictability

Fan, Zhenzhen - 2020

We study the predictive power of option-implied moment risk premia embedded in theconventional variance risk premium. We ﬁnd that while the second moment risk premiumpredicts market returns in short horizons with positive coeﬃcients, the third (fourth)moment risk premium predicts market...

Persistent link: https://www.econbiz.de/10012852912

Distributionally robust portfolio optimization with linearized STARR performance measure

Ji, Ran; Lejeune, Miguel A.; Fan, Zhengyang - In: Quantitative finance 22 (2022) 1, pp. 113-127

Persistent link: https://www.econbiz.de/10012872526

Equity tail risk and currency risk premiums

Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - In: Journal of financial economics 143 (2022) 1, pp. 484-503

Persistent link: https://www.econbiz.de/10013350667

Moment risk premia and stock return predictability

Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012805776