Chu Zhang

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 2

Top Topics

Commercial Banks

Matrix Factorization

Top Venues

Publications

Chu Zhang
Testing Pricing Errors of Models with Latent Factors and Firm Characteristics as Covariances. Manag. Sci. 70 (3) (2024)
Chengzhu Sun, Shujing Wang, Chu Zhang
Corporate Payout Policy and Credit Risk: Evidence from Credit Default Swap Markets. Manag. Sci. 67 (9) (2021)
Gang Li, Chu Zhang
On the Number of State Variables in Options Pricing. Manag. Sci. 56 (11) (2010)
Chu Zhang
Testing the APT with the Maximum Sharpe Ratio of Extracted Factors. Manag. Sci. 55 (7) (2009)