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  1. A factor pricing model based on machine learning algorithm

    Article • International Review of Economics & Finance, November 2023, Elsevier

    Professor Yi Fang

  2. Optimal portfolio choice for higher-order risk averters

    Article • Journal of Banking & Finance, April 2022, Elsevier

    Professor Yi Fang

  3. Crash probability anomaly in the Chinese stock market

    Article • Finance Research Letters, January 2022, Elsevier

    Professor Yi Fang

  4. Higher-degree stochastic dominance optimality and efficiency

    Article • European Journal of Operational Research, September 2017, Elsevier

    Dr. Yi Fang, Professor Yi Fang

  5. Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance

    Article • Management Science, July 2015, INFORMS

    Dr. Yi Fang, Professor Yi Fang

  6. Fund manager characteristics and performance

    Article • Investment Analysts Journal, January 2015, Taylor & Francis

    Professor Yi Fang

  7. Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis

    Article • Journal of Empirical Finance, September 2012, Elsevier

    Dr. Yi Fang, Professor Yi Fang