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Details about Yi Fang

Workplace:Center for Quantitative Economics, Jilin University, (more information at EDIRC)

Access statistics for papers by Yi Fang.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfa319

Jump to Journal Articles

Working Papers

2014

  1. Fund Manager Characteristics and Performance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (4)

Journal Articles

2022

  1. Crash probability anomaly in the Chinese stock market
    Finance Research Letters, 2022, 44, (C) Downloads View citations (1)
  2. Optimal portfolio choice for higher-order risk averters
    Journal of Banking & Finance, 2022, 137, (C) Downloads View citations (7)

2017

  1. Higher-degree stochastic dominance optimality and efficiency
    European Journal of Operational Research, 2017, 261, (3), 984-993 Downloads View citations (18)

2015

  1. Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance
    Management Science, 2015, 61, (7), 1615-1629 Downloads View citations (9)

2012

  1. Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis
    Journal of Empirical Finance, 2012, 19, (4), 528-547 Downloads View citations (3)
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