Seuraa
Shaojun Zhang
Shaojun Zhang
Vahvistettu sähköpostiosoite verkkotunnuksessa osu.edu - Kotisivu
Nimike
Viittaukset
Viittaukset
Vuosi
Carbon Returns Across the Globe
S Zhang
Fisher College of Business Working Paper, 006, 2022
104*2022
Dissecting currency momentum
S Zhang
Journal of Financial Economics 144 (1), 154-173, 2022
322022
Systematic default and return predictability in the stock and bond markets
J Bao, K Hou, S Zhang
Journal of Financial Economics 149 (3), 349-377, 2023
252023
Limited risk sharing and international equity returns
S Zhang
Available at SSRN 2373265, 2015
19*2015
Housing Cycles and Exchange Rates
S Ma, S Zhang
Fisher College of Business Working Paper, 014, 2019
12*2019
Expert network calls
S Cao, TC Green, LG Lei, S Zhang
Fisher College of Business Working Paper, 013, 2023
72023
Factor Construction Zoo: Are Factor Exposures Created Equal?
S Zhang
The Journal of Portfolio Management 48 (2), 105-118, 2021
5*2021
How Inefficient is the 1/N Strategy for a Factor Investor?
K Khang, A Picca, S Zhang, M Zhu
Forthcoming, Journal of Investment Management, 2021
32021
Housing risk and the cross section of returns across many asset classes
S Ma, S Zhang
Real Estate Economics, 2020
32020
The Causal Effect of the Dollar on Trade
S Ma, T Schmidt-Eisenlohr, S Zhang
CESifo Working Paper, 2020
3*2020
Understanding Factor Value
S Zhang
Fisher College of Business Working Paper, 05, 2024
12024
Toward Tax-Efficient Low-Volatility Investing
S Zhang
Journal of Portfolio Management (JPM), Forthcoming, 2021
12021
Climate Finance: What Really Fuels the Greenium?
S Zhang, Z Shi
Available at SSRN 5115657, 2025
2025
Oil-Driven Greenium
Z Shi, S Zhang
Fisher College of Business Working Paper, 24, 2024
2024
Applications of equity derivatives to portfolio management
EC Cheng, FJ Fabozzi, R Harlow, W Lee, S Zhang
Journal of Asset Management 25 (6), 589-599, 2024
2024
Alternative Data in Active Asset Management
TC Green, S Zhang
2024
Factor Value
S Zhang
Fisher College of Business Working Paper, 24, 2023
2023
Investibility and Global Long-Run Consumption Risk
S Zhang
2018
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Artikkelit 1–18