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Cyclicality in stock market volatility and optimal portfolio allocation
Hsu, Jason C.; Li, Feifei - In: Stock market volatility, (pp. 195-207). 2009
Persistent link: https://www.econbiz.de/10003830424
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A structural model of default risk
Hsu, Jason C.; Saá-Requejo, Jesús; Santa-Clara, Pedro - In: The journal of fixed income 19 (2009/10) 3, pp. 77-94
Persistent link: https://www.econbiz.de/10003940863
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Valuation-indifferent weighting for bonds
Arnott, Robert D.; Hsu, Jason C.; Li, Feifei; Shepherd, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 117-130
Persistent link: https://www.econbiz.de/10003980054
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The development of the ETF market in China
Hsu, Jason; Li, Feifei; Ma, Zhigang; Song, Hongyu; … - In: The journal of investing 18 (2009), pp. 150-154
Persistent link: https://www.econbiz.de/10003914918
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Efficient algorithms for computing risk parity portfolio weights
Chaves, Denis; Hsu, Jason C.; Li, Feifei; Shakernia, Omid - In: The journal of investing 21 (2012) 3, pp. 150-163
Persistent link: https://www.econbiz.de/10009672525
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The risk in risk parity : a factor-based analysis of asset-based risk parity
Bhansali, Vineer; Davis, Joshua M.; Rennison, Graham; … - In: The journal of investing 21 (2012) 3, pp. 102-110
Persistent link: https://www.econbiz.de/10009672546
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Risk parity portfolio vs. other asset allocation heuristic portfolios
Chaves, Denis; Hsu, Jason C.; Li, Feifei; Shakernia, Omid - In: The journal of investing 20 (2011) 1, pp. 108-118
Persistent link: https://www.econbiz.de/10009312572
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When sell-side analysts meet high-volatility stocks : an alternative explanation for the low-volatility puzzle
Hsu, Jason C.; Kudoh, Hideaki; Yamada, Toru - In: Journal of investment management : JOIM 11 (2013) 2, pp. 28-46
Persistent link: https://www.econbiz.de/10009763924
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Testing for efficacy in primary and secondary endpoints by partitioning decision paths
Liu, Yi; Hsu, Jason C. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1661-1670
Persistent link: https://www.econbiz.de/10003993214
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What drives equity market non-participation?
Hsu, Jason C. - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 86-114
Persistent link: https://www.econbiz.de/10009673889