//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Xu, Yuewu"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
5
Theorie
5
Theory
5
Discounting
2
Diskontierung
2
Estimation
2
Modellierung
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Scientific modelling
2
Stochastic discount factor
2
USA
2
United States
2
Bias
1
Capital market returns
1
Carry cost rate
1
Conditional CAPM
1
Conditional factor models
1
Currency derivative
1
Derivat
1
Derivative
1
Dirac delta function
1
Estimation theory
1
Ex-ante futures hedge ratio
1
Ex-post hedge ratio
1
Factor analysis
1
Faktorenanalyse
1
Firm performance
1
Government securities
1
Hansen-Jagannathan distance
1
Hansen–Jagannathan distance
1
Hedge fund
1
Hedgefonds
1
Hedging
1
Hermite expansion
1
Higher moments
1
Inflation
1
Interest rate
1
Kapitalmarktrendite
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
12
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
12
Author
All
Xu, Yuewu
12
Li, Haitao
5
Yao, Xiangkun
2
Zhang, Xiaoyan
2
Chen, Ren-Raw
1
Cui, Zhenyu
1
Egorov, Alexej V.
1
Fabozzi, Frank J.
1
Golec, Joseph
1
Leistikow, Dean
1
Li, Yan
1
Su, Liangjun
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
2
Finance research letters
1
International review of finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Quantitative finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical Ross recovery without discretization
Golec, Joseph
;
Xu, Yuewu
;
Yao, Xiangkun
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10013189517
Saved in:
2
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
3
A new representation of the risk-neutral distribution and its applications
Cui, Zhenyu
;
Xu, Yuewu
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 817-834
Persistent link: https://www.econbiz.de/10013367863
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->