Raymond Kan
- Two‐Pass Tests of Asset Pricing Models with Useless Factors
1999/02/01 by Raymond Kan, Chu Zhang · 3 citations
Economics, Econometrics and Finance · Business, Management and Accounting · #Financial Markets and Investment Strategies #Credit Risk and Financial Regulations #Corporate Finance and Governance
- Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case
2021/10/21 by Raymond Kan, Xiaolu Wang, Guofu Zhou · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Monetary Policy and Economic Impact