Raymond Kan

Publication Activity (10 Years)

Years Active: 2008-2022
Publications (10 Years): 2

Top Topics

Optimal Portfolio

Random Variables

Distribution Function

Conditional Distribution

Top Venues

J. Multivar. Anal.

Publications

Raymond Kan, Xiaolu Wang, Guofu Zhou
Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case. Manag. Sci. 68 (3) (2022)
Raymond Kan, Cesare Robotti
The Exact Distribution of the Hansen-Jagannathan Bound. Manag. Sci. 62 (7) (2016)
Yong Bao, Raymond Kan
On the moments of ratios of quadratic forms in normal random variables. J. Multivar. Anal. 117 (2013)
Raymond Kan, Daniel R. Smith
The Distribution of the Sample Minimum-Variance Frontier. Manag. Sci. 54 (7) (2008)