Yuewu Xu, Ph.D. - Publications
Affiliations: | 2004 | Yale University, New Haven, CT |
Area:
Cognitive Science, Moral PsychologyYear | Citation | Score | |||
---|---|---|---|---|---|
2016 | Li H, Xu Y, Zhang X. Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework Journal of Financial and Quantitative Analysis. 51: 231-257. DOI: 10.1017/S0022109016000120 | 0.321 | |||
2015 | Li Y, Su L, Xu Y. A Combined Approach to the Inference of Conditional Factor Models Journal of Business & Economic Statistics. 33: 203-220. DOI: 10.1080/07350015.2014.940082 | 0.316 | |||
2010 | Li H, Xu Y, Zhang X. Evaluating asset pricing models using the second Hansen-Jagannathan distance Journal of Financial Economics. 97: 279-301. DOI: 10.2139/Ssrn.1107054 | 0.31 | |||
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