Yuewu Xu

Fordham University - Gabelli School of Business

113 West 60th Street

New York, NY 10458

United States

SCHOLARLY PAPERS

2

DOWNLOADS

160

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (2)

A Combined Approach to the Inference of Conditional Factor Models

Number of pages: 56 Posted: 20 Dec 2012
Yan Li, Liangjun Su and Yuewu Xu
Temple University - Fox School of Business and Management, Singapore Management University - School of Economics and Fordham University - Gabelli School of Business
Downloads 97 (323,332)

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A Combined Approach to the Inference of Conditional Factor Models

Number of pages: 47 Posted: 28 Jun 2014
Yan Li, Liangjun Su and Yuewu Xu
Temple University - Fox School of Business and Management, Singapore Management University and Fordham University - Gabelli School of Business
Downloads 22 (619,738)
Citation 2

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Conditional Factor Models, Specification Tests, Semiparametric Method, Nonparametric Method, Conditional CAPM

Spot Asset Carry Cost Rates and Futures Hedge Ratios

Number of pages: 24 Posted: 17 May 2019
Fordham University - Finance Area, Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Downloads 25 (598,335)
Citation 3

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carry cost rate, hedge ratio

Spot Asset Carry Cost Rates and Futures Hedge Ratios

Number of pages: 45 Posted: 28 Nov 2020
Fordham University - Finance Area, affiliation not provided to SSRN and Fordham University - Gabelli School of Business
Downloads 16 (664,718)

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carry cost rate, ex-ante futures hedge ratio, ex-post hedge ratio