Concepedia

Ai-ru Cheng

AC

5

Publications

173

Citations

5

H-Index

2009

Active since

Affiliations

Northern Illinois University(Current)

Ai-ru Cheng is an author at Northern Illinois University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementFinancial EconomicsStatisticsGlobal FinanceEmpirical FinancePortfolio Selection

Publications per year

2009–2021

5

Publications

5

An empirical investigation of stock market behavior in the Middle East and North Africa

Ai-ru Cheng, Mohammad R. Jahan‐Parvar, Philip Rothman · Journal of Empirical Finance · 2009 · 93 citations

Empirical Finance, Economics, Financial Economics +10

Robust Bayesian Portfolio Choices

Evan W. Anderson, Ai-ru Cheng · Review of Financial Studies · 2016 · 39 citations

Portfolio Optimization, Asset Pricing, Update Model Probabilities +12

Risk–return trade-off in the pacific basin equity markets

Ai-ru Cheng, Mohammad R. Jahan‐Parvar · Emerging Markets Review · 2014 · 16 citations

Empirical Finance, Economics, Financial Economics +8

Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility

Ai-ru Cheng, Kuntal K. Das, Takeshi Shimatani · Journal of Asian Economics · 2013 · 14 citations

Volatility Modeling, Economics, Financial Economics +9

Portfolio Choices with Many Big Models

Evan W. Anderson, Ai-ru Cheng · Management Science · 2021 · 11 citations

Mathematical Programming, Engineering, Portfolio Management +16

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