Details about Xiang Zhang

Access statistics for papers by Xiang Zhang.

Last updated 2023-12-07. Update your information in the RePEc Author Service.

Short-id: pzh595

Working Papers

2024

1. Mean-Variance Efficient Large Portfolios: A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem
   Post-Print, HAL
   See also Journal Article Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem, Annals of Operations Research, Springer (2024) (2024)

2021

2. Tradable or nontradable factors: what does the Hansen–Jagannathan distance tell us?
   Post-Print, HAL View citations (1)
   See also Journal Article Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?, International Review of Economics & Finance, Elsevier (2021) (2021)

2015

3. The Effect of Pessimism and Doubt on the Equity Premium
   Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies

Journal Articles

2024

1. Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
   Annals of Operations Research, 2024, 334, (1), 133-155
   See also Working Paper Mean-Variance Efficient Large Portfolios: A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem, Post-Print (2024) (2024)

2023

2. Effects of a bike sharing system and COVID-19 on low-carbon traffic modal shift and emission reduction
   Transport Policy, 2023, 132, (C), 42-64 View citations (3)
3. Omega Compatibility: A Meta-analysis
   Computational Economics, 2023, 62, (2), 493-526

2021

4. Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?
   International Review of Economics & Finance, 2021, 71, (C), 853-879
   See also Working Paper Tradable or nontradable factors: what does the Hansen–Jagannathan distance tell us?, Post-Print (2021) View citations (1) (2021)

2020

5. Heterogeneous Impacts of International Oil Price Shocks on the Stock Market – Evidence from China
   Emerging Markets Finance and Trade, 2020, 56, (12), 2749-2771 View citations (4)
6. Leisure and long-run risks: An empirical evaluation on value premium puzzle
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)

2019

7. Financialization and commodity excess spillovers
   International Review of Economics & Finance, 2019, 64, (C), 195-216 View citations (4)