Now showing items 1-2 of 2

    • Essays in Asset Allocation 

      Gao, Xin (2016-05)
      This dissertation consists of two essays in asset allocation. In the first essay, I explore the question of how investors should optimally incorporate commodities in their multi-asset portfolios, or even if they should at ...
    • Two Essays on the Cross-Section of Stock Returns 

      Tan, Zhuo 1975- (August 201)
      This dissertation consists of two essays that address issues related to the cross-section of stock returns. The first essay documents that actively managed mutual funds invest disproportionately in stocks with high historical ...