Weidong Tian

University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration

Professor

9201 University City Boulevard

Charlotte, NC 28223-0001

United States

http://belkcollegeofbusiness.uncc.edu/wtian1/

SCHOLARLY PAPERS

8

DOWNLOADS

526

SSRN CITATIONS
Rank 25,169

SSRN RANKINGS

Top 25,169

in Total Papers Citations

6

CROSSREF CITATIONS

32

Scholarly Papers (8)

1.

Momentum, Reversal, and the Firm Fundamental Cycle

Number of pages: 54 Posted: 12 Nov 2018 Last Revised: 20 Nov 2018
Yufeng Han, Zhaodan Huang, Weidong Tian and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, Utica College, University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and Washington University in St. Louis - John M. Olin Business School
Downloads 335 (111,896)

Abstract:

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Momentum, Reversal, Firm Fundamental Cycles, PLS, PCA

2.

What is the Time Series Regression of the Stock Market Return?

Number of pages: 77 Posted: 07 Apr 2021 Last Revised: 12 Jun 2021
Yueliang (Jacques) Lu and Weidong Tian
University of North Carolina (UNC) at Charlotte - Finance and University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Downloads 73 (389,536)

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Recovery, Index options, VIX futures, VIX options, Power VIX, Autocovariance

3.

Limited Diversification, Portfolio Inertia, and Ambiguous Correlation

Number of pages: 56 Posted: 21 May 2020
Julia Jiang, Jun Liu, Weidong Tian and Xudong Zeng
affiliation not provided to SSRN, University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and Shanghai University of Finance and Economics, School of Finance
Downloads 51 (464,908)

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Correlation ambiguity, portfolio choice, limited diversification, portfolio inertia

4.

Portfolio Management With Constraints

Mathematical Finance, Vol. 17, No. 3, pp. 319-343, July 2007
Number of pages: 25 Posted: 28 Jun 2007
Weidong Tian and Phelim P. Boyle
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and Wilfrid Laurier University - School of Business & Economics
Downloads 38 (521,758)
Citation 3
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5.

Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint

Number of pages: 37 Posted: 22 Jun 2020
Weidong Tian and Zimu Zhu
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and University of Southern California
Downloads 25 (594,404)

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Risk Capacity, Retirement Portfolio, Longevity Risk, Leverage Constraint

6.

Optimal Reinsurance Arrangements Under Tail Risk Measures

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 709-725, September 2009
Number of pages: 17 Posted: 13 Oct 2009
Carole Bernard and Weidong Tian
Grenoble Ecole de Management and University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Downloads 4 (748,550)
Citation 4
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7.

Model Uncertainty Effect on Asset Prices

International Review of Finance, Vol. 17, Issue 2, pp. 205-233, 2017
Number of pages: 29 Posted: 03 Jun 2017
Junya Jiang and Weidong Tian
affiliation not provided to SSRN and University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Downloads 0 (794,698)
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8.

An Equilibrium-Based Measure of Systemic Risk

Weidong Tian
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration

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Systemic Risk, Too Big To Fail, Capital Insurance, Loss Beta