Raymond Kan

Orcid: 0000-0002-0578-9974

According to our database1, Raymond Kan authored at least 4 papers between 2008 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case.
Manag. Sci., 2022

2016
The Exact Distribution of the Hansen-Jagannathan Bound.
Manag. Sci., 2016

2013
On the moments of ratios of quadratic forms in normal random variables.
J. Multivar. Anal., 2013

2008
The Distribution of the Sample Minimum-Variance Frontier.
Manag. Sci., 2008


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