Feng Wub

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it
• Economics and Econometrics — 19 citations into it

Whom Feng Wub trusts

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

1. Akhtar Siddique (in Finance)

Papers from Feng Wub's perspective

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

1. Conditional Skewness in Asset Pricing Tests
2. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
3. Portfolio Selection
4. Generalized autoregressive conditional heteroskedasticity
5. The Cross‐Section of Expected Stock Returns
6. The Pricing of Options and Corporate Liabilities
7. CAPM Over the Long-Run: 1926-2001
8. The Behavior of Stock-Market Prices
9. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers

• Extreme Downside Risk and Expected Stock Returns (2012) — 136 citations