Research output per year
Research output per year
Search results
-
2024
Cross-Sectional Variation of Risk-targeting Option Portfolios
Wu, L. & Xu, Y., 2024, FMA 2024 conference on derivatives & volatility; 13th International Conference on Futures and Derivatives; IFABS 2024 Shanghai Conference.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
-
Greeks-Neutral Option Excess Returns
Hong, Y., Liu, P., Xu, Y. & Zhang, Z., Nov 2024, 13th International Conference on Futures and Derivatives.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
-
Identifying Stock Option Mispricing at a Large Cross Section
Xu, Y., Wang, S., Zhang, D. & Li, Z., 2024, 13th International Conference on Futures and Derivatives.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
-
Predict Stock Return Variance Across the Information Cycle
Wu, L. & Xu, Y., Jul 2024, China International Conference in Finance (CICF) .Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
-
Relative Asset Valuation: A Global Perspective
Hong, Y., Xu, Y. & Zhang, Z., Dec 2024, IFABS 2024 Shanghai Conference.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review