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A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
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Maximum likelihood estimation of time-inhomogeneous diffusions
Egorov, Alexej V.; Li, Haitao; Xu, Yuewu - In: Journal of econometrics 114 (2003) 1, pp. 107-139
Persistent link: https://www.econbiz.de/10001738921
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Survival bias and the equity premium puzzle
Li, Haitao; Xu, Yuewu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1981-1996
Persistent link: https://www.econbiz.de/10001709392
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Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial economics 97 (2010) 2, pp. 279-301
Persistent link: https://www.econbiz.de/10008648200
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Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.; Xu, Yuewu - In: The journal of fixed income 21 (2012) 4, pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
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Three essays in financial economics
Xu, Yuewu - 2004
Persistent link: https://www.econbiz.de/10003384088
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The design and cost of pension guarantees
Smetters, Kent A. - In: Private pensions and public policies, (pp. 237-254). 2004
Persistent link: https://www.econbiz.de/10003515441
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A combined approach to the inference of conditional factor models
Li, Yan; Su, Liangjun; Xu, Yuewu - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
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Hedge fund performance evaluation under the stochastic discount factor framework
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 231-257
Persistent link: https://www.econbiz.de/10011577558
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Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240