Details about Jiaqi Chen

Access statistics for papers by Jiaqi Chen.

Last updated 2014-07-18. Update your information in the RePEc Author Service.

Short-id: pch1292

Working Papers

2016

1. Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds
   Occasional Papers, Federal Reserve Bank of Dallas
2. Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach
   Occasional Papers, Federal Reserve Bank of Dallas View citations (2)
3. The Chen-Tindall system and the lasso operator: improving automatic model performance
   Occasional Papers, Federal Reserve Bank of Dallas

2014

4. Constructing Zero-Beta VIX Portfolios with Dynamic CAPM
   Occasional Papers, Federal Reserve Bank of Dallas

2013

5. The structure of a machine-built forecasting system
   Occasional Papers, Federal Reserve Bank of Dallas View citations (1)
6. Understanding hedge fund alpha using improved replication methodologies
   Occasional Papers, Federal Reserve Bank of Dallas

2012

7. Hedge fund dynamic market sensitivity
   Occasional Papers, Federal Reserve Bank of Dallas View citations (4)
8. Risk measurement illiquidity distortions
   Occasional Papers, Federal Reserve Bank of Dallas View citations (1)

Journal Articles

2013

1. Volatility-selling strategies carry potential systemic cost
   Economic Letter, 2013, 8, (12)

2011

2. Financiers of the world, disunite
   Economic Letter, 2011, 6, (13)