Concepedia

Yihong Xia

YX

25

Publications

2.6K

Citations

19

H-Index

1997

Active since

Affiliations

University of California, Los Angeles(Current)

University of Pennsylvania

National University of Singapore

Anderson University - South Carolina

Federal Reserve

Yihong Xia is an author at University of California, Los Angeles specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingGlobal FinanceMacroeconomicsLiquidityManagementEconometrics

Publications per year

1997–2014

25

Publications

25

Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

Yihong Xia · The Journal of Finance · 2001 · 481 citations · Full text

Continuous Time, Asset Allocation, Portfolio Management +20

Dynamic Asset Allocation under Inflation

Michael J. Brennan, Yihong Xia · The Journal of Finance · 2002 · 439 citations

Simple Framework, Asset Allocation, Asset Allocation Problem +16

Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

Michael J. Brennan, Ashley Wang, Yihong Xia · The Journal of Finance · 2004 · 353 citations · Full text

Empirical Finance, Economics, Maximum Sharpe Ratio +15

Stock price volatility and equity premium

Michael J. Brennan, Yihong Xia · Journal of Monetary Economics · 2001 · 314 citations

Volatility Modeling, Financial Economics, Asset Pricing +3

Stochastic Interest Rates and the Bond-Stock Mix

Michael J. Brennan, Yihong Xia · European Finance Review · 2000 · 161 citations · Full text

Rows per page

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