Risk and potential: An asset allocation framework with applications to robo-advising XY Cui, D Li, X Qiao, MS Strub Journal of the Operations Research Society of China 10 (3), 529-558, 2022 | 39* | 2022 |
A practitioner's defense of return predictability B Hull, X Qiao Available at SSRN 2609814, 2015 | 26 | 2015 |
Downside volatility-managed portfolios X Qiao, S Yan, B Deng The Journal of Portfolio Management 46 (7), 13-29, 2020 | 17 | 2020 |
Machine Learning for Recession Prediction and Dynamic Asset Allocation A James, Y Abu-Mostafa, X Qiao Journal of Financial Data Science, 2019 | 16* | 2019 |
On commodity price limits R Janardanan, X Qiao, KG Rouwenhorst Journal of Futures Markets 39 (8), 946-961, 2019 | 11 | 2019 |
Cross-sectional evidence in consumption mismeasurement X Qiao Available at SSRN 2317486, 2013 | 10 | 2013 |
Deep learning credit risk modeling G Manzo, X Qiao The Journal of Fixed Income 31 (2), 101-127, 2021 | 7 | 2021 |
Commodity momentum: A tale of countries and sectors JH Fan, X Qiao Journal of Commodity Markets 29, 100315, 2023 | 5 | 2023 |
Performance evaluation, factor models, and portfolio strategies: Evidence from Chinese mutual funds Y Chi, Y Liu, X Qiao The Journal of Portfolio Management 48 (8), 159-176, 2022 | 5 | 2022 |
A Review of the Chinese Real Estate Market X Qiao Social Impact Research Experience, 1-32, 2010 | 5 | 2010 |
Volatility and returns: Evidence from China† Y Chi, X Qiao, S Yan, B Deng International Review of Finance 21 (4), 1441-1463, 2021 | 4 | 2021 |
Return predictability and market-timing: A one-month model B Hull, X Qiao, P Bakosova Journal Of Investment Management 17 (2019), 47-64, 2017 | 3 | 2017 |
Value investing through the lens of Campbell-Shiller JP Mo, X Qiao Journal of Portfolio Management 41 (3), 59, 2015 | 3 | 2015 |
Mutual fund investing in the Chinese A-share market Y Chi, X Qiao Handbook of Banking and Finance in Emerging Markets, 32-50, 2022 | 2 | 2022 |
Follow the smart money: Factor forecasting in China Q Chen, Y Chi, X Qiao Pacific-Basin Finance Journal 62, 101368, 2020 | 2 | 2020 |
Generative Learning for Financial Time Series with Irregular and Scale-Invariant Patterns H Huang, M Chen, X Qiao The Twelfth International Conference on Learning Representations (ICLR …, 2024 | 1 | 2024 |
Option pricing via breakeven volatility B Hull, A Li, X Qiao Financial Analysts Journal 79 (1), 99-119, 2023 | 1 | 2023 |
COVID-19 Effects on Intraday Stock Market Behavior J Nie, X Qiao, S Yan Financial Transformations Beyond the COVID-19 Health Crisis, 229-252, 2022 | 1 | 2022 |
Correlated Idiosyncratic Volatility Shocks X Qiao, Y Wang Journal of Risk 23 (5), 25-54, 2021 | 1 | 2021 |
ESG and Derivatives R Janardanan, X Qiao, KG Rouwenhorst Financial Analysts Journal, 1-12, 2024 | | 2024 |