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Option-writing strategies in a low-volatility framework

He, Donald X.; Hsu, Jason C.; Rue, Neil - In: The journal of investing 24 (2015) 3, pp. 116-128

Persistent link: https://www.econbiz.de/10011416975

Skewness preferences and gambling cultures

Blau, Benjamin; Hsu, Jason C.; Whitby, Ryan J. - In: Pacific-Basin finance journal 58 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012231069

The duality of value and mean reversion

Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017

Persistent link: https://www.econbiz.de/10011602959

Illiquidity and factor returns : exploring the intersection between illiquidity/small cap and popular factors

Hsu, Jason C.; Viswanathan, Vivek - In: Journal of investment management : JOIM 16 (2018) 4, pp. 4-16

Persistent link: https://www.econbiz.de/10011961002

How does the market value toxic assets?

Longstaff, Francis A.; Myers, Brett W. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 297-319

Persistent link: https://www.econbiz.de/10010487158

Low-Volatility Investing

Hsu, Jason C. - 2017

It is well established that stocks with lower price fluctuations tend to outperform riskier ones. This article reviews plausible explanations for the low volatility anomaly and reproduce the performance of low volatility strategies in different market environments as well as in different...

Persistent link: https://www.econbiz.de/10012963516