Zhiguang Cao

Finance · with Harris · 2009

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Zhiguang Cao trusts overall

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

  1. Gordon J. Alexander
  2. Robert F. Dittmar
  3. Alexandre M. Baptista
  4. Dirk Tasche
  5. Turan G. Bali

Who trusts Zhiguang Cao overall

  1. Thomas Conlon
  2. John Cotter

Papers from Zhiguang Cao's perspective

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

  1. Portfolio Performance Evaluation Using Value at Risk
  2. Expected shortfall and beyond
  3. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
  4. A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (Management Sciences)
  5. Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
  6. Optimal Portfolios with Bounded Capital at Risk
  7. Global Portfolio Optimization
  8. Risks and Portfolio Decisions Involving Hedge Funds
  9. Securities lending, shorting, and pricing
  10. The Cross‐Section of Expected Stock Returns

Their papers