Raymond Kan

Finance · 2007–2019

A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Raymond Kan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Attilio Meucci
  2. Eugene F. Fama
  3. Yacine Aït-Sahalia
  4. Lorenzo Garlappi
  5. Halbert White
  6. P. R. Hansen
  7. Q. Vuong
  8. Kenneth R. French
  9. Christoph Memmel
  10. Michael W. Brandt

Who trusts Raymond Kan overall

  1. Emmanouil Platanakis
  2. Jun Tu
  3. Taras Bodnar
  4. C. Kirby
  5. Gabriel Frahm
  6. Victor DeMiguel
  7. A. Kourtis
  8. Andrew Urquhart
  9. Yarema Okhrin
  10. Guofu Zhou

Papers from Raymond Kan's perspective

Ordered by how strongly the researchers Raymond Kan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Reality Check for Data Snooping
  2. Variable Selection for Portfolio Choice
  3. Risk and asset allocation
  4. Common risk factors in the returns on stocks and bonds
  5. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  7. Investing for the Long Run When Returns are Predictable
  8. Performance Hypothesis Testing with the Sharpe Ratio
  9. Data-generating process uncertainty: What difference does it make in portfolio decisions?
  10. TESTS OF RANK (Econometric Theory)

Their papers