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Xiao Qiao
Xiao Qiao
City University of Hong Kong
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
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
252015
Downside volatility-managed portfolios
X Qiao, S Yan, B Deng
The Journal of Portfolio Management 46 (7), 13-29, 2020
172020
Machine Learning for Recession Prediction and Dynamic Asset Allocation
A James, Y Abu-Mostafa, X Qiao
Journal of Financial Data Science, 2019
14*2019
On commodity price limits
R Janardanan, X Qiao, KG Rouwenhorst
Journal of Futures Markets 39 (8), 946-961, 2019
112019
Cross-sectional evidence in consumption mismeasurement
X Qiao
Available at SSRN 2317486, 2013
102013
Deep learning credit risk modeling
G Manzo, X Qiao
The Journal of Fixed Income 31 (2), 101-127, 2021
72021
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
52022
A Review of the Chinese Real Estate Market
X Qiao
Social Impact Research Experience, 1-32, 2010
52010
Commodity momentum: A tale of countries and sectors
JH Fan, X Qiao
Journal of Commodity Markets 29, 100315, 2023
42023
Volatility and returns: Evidence from China
Y Chi, X Qiao, S Yan, B Deng
International Review of Finance 21 (4), 1441-1463, 2021
42021
Return predictability and market-timing: A one-month model
B Hull, X Qiao, P Bakosova
Journal Of Investment Management 17 (2019), 47-64, 2017
32017
Value investing through the lens of Campbell-Shiller
JP Mo, X Qiao
Journal of Portfolio Management 41 (3), 59, 2015
32015
Mutual fund investing in the Chinese A-share market
Y Chi, X Qiao
Handbook of Banking and Finance in Emerging Markets, 32-50, 2022
22022
Follow the smart money: Factor forecasting in China
Q Chen, Y Chi, X Qiao
Pacific-Basin Finance Journal 62, 101368, 2020
22020
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, 2024
12024
Option pricing via breakeven volatility
B Hull, A Li, X Qiao
Financial Analysts Journal 79 (1), 99-119, 2023
12023
The Flipside of Financial Innovation: Why Contracts Fail
R Janardanan, X Qiao, KG Rouwenhorst
Available at SSRN 4730746, 2024
2024
ESG and Derivatives
R Janardanan, X Qiao, KG Rouwenhorst
Available at SSRN 4700700, 2024
2024
Gaining a seat at the table: enhancing the attractiveness of online lending for institutional investors
RD Gopal, X Qiao, MS Strub, Z Yang
Information Systems Research, 2023
2023
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