| Optimal portfolio choice with estimation risk: No risk-free asset case R Kan, X Wang, G Zhou Management Science, 2022 | 93* | 2022 |
| In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models R Kan, X Wang, X Zheng Journal of Financial Economics, 2024 | 33 | 2024 |
| On the distribution of the sample autocorrelation coefficients R Kan, X Wang Journal of Econometrics 154 (2), 101-121, 2010 | 32 | 2010 |
| Optimal portfolio choice with unknown benchmark efficiency R Kan, X Wang Management Science, 2023 | 22* | 2023 |
| Computationally efficient recursions for top-order invariant polynomials with applications G Hillier, R Kan, X Wang Econometric Theory 25 (1), 211-242, 2009 | 22 | 2009 |
| Price shocks, news disclosures, and asymmetric drifts H Lu, KQ Wang, X Wang The Accounting Review 89 (5), 1805-1834, 2014 | 21 | 2014 |
| On time varying mutual fund performance X Wang Working Paper presented at the, 2010 | 18 | 2010 |
| Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors G Hillier, R Kan, X Wang Econometric Theory 30 (2), 436-473, 2014 | 11* | 2014 |
| Option backdating announcements and information advantage of institutional investors W Huang, H Lu, X Wang Journal of Accounting, Auditing & Finance 35 (4), 696-722, 2020 | 10 | 2020 |
| The distribution of sample mean-variance portfolio weights XW Nathan Lassance, Raymond Kan Random Matrices: Theory and Applications 13 (1), 2024 | 2* | 2024 |
| Flow Reaction, Limited Attention, and Mutual Fund Window Dressing X Wang Iowa State University Working paper, 2014 | 1 | 2014 |
Raymond KanUniversity of TorontoVerified email at rotman.utoronto.ca
