Zhifeng Dai
Finance · 2018–2021
A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 52 citations into it
- Economics and Econometrics — 38 citations into it
- Numerical Analysis — 8 citations into it
- Strategy and Management — 5 citations into it
Whom Zhifeng Dai trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Donghui Li
- Sydney C. Ludvigson
- Li Zhang
- Tim Bollerslev
- Ivo Welch
- Xiaoneng Zhu
- Geert Bekaert
- Weijun Zhou
- J. Lewellen
- David E. Rapach
Who trusts Zhifeng Dai overall
Papers from Zhifeng Dai's perspective
Ordered by how strongly the researchers Zhifeng Dai trusts endorse each paper. Same corpus, a different order for every researcher.
- Consumption, aggregate wealth and expected stock returns
- Expected stock returns and variance risk premia
- The empirical risk–return relation: A factor analysis approach ☆
- Spectral gradient projection method for solving nonlinear monotone equations
- Comparing Predictive Accuracy
- Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence (Journal of Financial and Quantitative Analysis)
- Generalized autoregressive conditional heteroskedasticity
- Predicting Returns with Financial Ratios
- Stock Return Predictability: Is it There?
- Two-Point Step Size Gradient Methods
Their papers
- New technical indicators and stock returns predictability (2021) — 69 citations
- Stock return predictability from a mixed model perspective (2020) — 53 citations
- A Modified Hestenes-Stiefel-Type Derivative-Free Method for Large-Scale Nonlinear Monotone Equations (2020) — 59 citations
- Some improved sparse and stable portfolio optimization problems (2018) — 80 citations