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Xiao Qiao
Xiao Qiao
City University of Hong Kong
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Risk and potential: An asset allocation framework with applications to robo-advising
XY Cui, D Li, X Qiao, MS Strub
Journal of the Operations Research Society of China 10 (3), 529-558, 2022
43*2022
A practitioner's defense of return predictability
B Hull, X Qiao
Available at SSRN 2609814, 2015
282015
Downside volatility-managed portfolios
X Qiao, S Yan, B Deng
The Journal of Portfolio Management 46 (7), 13-29, 2020
182020
Machine Learning for Recession Prediction and Dynamic Asset Allocation
A James, Y Abu-Mostafa, X Qiao
Journal of Financial Data Science, 2019
17*2019
On commodity price limits
R Janardanan, X Qiao, KG Rouwenhorst
Journal of Futures Markets 39 (8), 946-961, 2019
122019
Cross-sectional evidence in consumption mismeasurement
X Qiao
Available at SSRN 2317486, 2013
102013
Generative Learning for Financial Time Series with Irregular and Scale-Invariant Patterns
H Huang, M Chen, X Qiao
The Twelfth International Conference on Learning Representations (ICLR …, 2024
82024
Commodity momentum: A tale of countries and sectors
JH Fan, X Qiao
Journal of Commodity Markets 29, 100315, 2023
72023
Deep learning credit risk modeling
G Manzo, X Qiao
The Journal of Fixed Income 31 (2), 101-127, 2021
72021
Performance evaluation, factor models, and portfolio strategies: Evidence from Chinese mutual funds
Y Chi, Y Liu, X Qiao
The Journal of Portfolio Management 48 (8), 159-176, 2022
52022
Volatility and returns: Evidence from China
Y Chi, X Qiao, S Yan, B Deng
International Review of Finance 21 (4), 1441-1463, 2021
52021
A Review of the Chinese Real Estate Market
X Qiao
Social Impact Research Experience, 1-32, 2010
52010
Gaining a Seat at the Table: Enhancing the Attractiveness of Online Lending for Institutional Investors
RD Gopal, X Qiao, MS Strub, Z Yang
Information Systems Research, 2024
32024
Mutual fund investing in the Chinese A-share market
Y Chi, X Qiao
Handbook of Banking and Finance in Emerging Markets, 32-50, 2022
32022
Return predictability and market-timing: A one-month model
B Hull, X Qiao, P Bakosova
Journal Of Investment Management 17 (2019), 47-64, 2017
32017
Value investing through the lens of Campbell-Shiller
JP Mo, X Qiao
Journal of Portfolio Management 41 (3), 59, 2015
32015
Follow the smart money: Factor forecasting in China
Q Chen, Y Chi, X Qiao
Pacific-Basin Finance Journal 62, 101368, 2020
22020
Option pricing via breakeven volatility
B Hull, A Li, X Qiao
Financial Analysts Journal 79 (1), 99-119, 2023
12023
COVID-19 Effects on Intraday Stock Market Behavior
J Nie, X Qiao, S Yan
Financial Transformations Beyond the COVID-19 Health Crisis, 229-252, 2022
12022
Correlated Idiosyncratic Volatility Shocks
X Qiao, Y Wang
Journal of Risk 23 (5), 25-54, 2021
12021
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