220 Handan Road
Fudan University - Fanhai International School of Finance (FISF)
Downside variance Premium, Corporate Bond Return Predictability, Equity Options, Probability of Default, Credit Rating Downgrade, Cash Flow Uncertainty
out of sample tests, Naïve model averaging, market returns, ridge regression
Covariate-adaptive randomization, high-dimensional data, regression adjustment, quantile treatment effects.
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