Zhang Chu

Chu Zhang

Information about the author Chu Zhang will soon be added to the site.
Found 2 papers in total
On the Number of State Variables in Options Pricing
On the Number of State Variables in Options Pricing
2010
In this paper, we investigate the methodological issue of determining the number of...
Testing the APT with the maximum Sharpe Ratio of extracted factors
Testing the APT with the maximum Sharpe Ratio of extracted factors
2009
This paper develops a test of the asymptotic arbitrage pricing theory (APT) via the...
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