Huayue Zhang

2012

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Huayue Zhang trusts overall

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

  1. Jessica A. Wachter
  2. Claus Munk
  3. Carsten Sørensen

Papers from Huayue Zhang's perspective

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

  1. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
  2. Dynamic asset allocation with stochastic income and interest rates.
  3. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
  7. Investing for the Long Run When Returns are Predictable
  8. Forecasting, Structural Time Series Models and the Kalman Filter
  9. The Equity Premium Puzzle
  10. Expectation puzzles, time-varying risk premia, and affine models of the term structure

Their papers