Publications

by members of

Jilin University → Center for Quantitative Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.

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| Working papers | Journal articles |

Working papers

2014

1. Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60012, Sep.
   
   • Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60013, Sep.

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Journal articles

2022

1. Fang, Yi & Niu, Hui & Tong, Xiangda, 2022, "Crash probability anomaly in the Chinese stock market," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102062.
2. Fang, Yi & Post, Thierry, 2022, "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106429.

2017

1. Fang, Yi & Post, Thierry, 2017, "Higher-degree stochastic dominance optimality and efficiency," European Journal of Operational Research, Elsevier, volume 261, issue 3, pages 984-993, DOI: 10.1016/j.ejor.2017.03.035.

2015

1. Thierry Post & Yi Fang & Miloš Kopa, 2015, "Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance," Management Science, INFORMS, volume 61, issue 7, pages 1615-1629, July, DOI: 10.1287/mnsc.2014.1960.

2012

1. Fang, Yi, 2012, "Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 528-547, DOI: 10.1016/j.jempfin.2012.04.008.

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