Yi Fang : Citation Profile

Jilin University

4

H index

2

i10 index

46

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 4
   Journals where Yi Fang has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa319
   Updated: 2025-04-26    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yi Fang.

Is cited by:

Pinar, Mehmet (3)

Light, Bar (3)

Stengos, Thanasis (3)

Leo, Teng Wah (2)

Wong, Wing-Keung (2)

Holmen, Martin (2)

Chow, Nikolai Sheung-Chi (2)

Topaloglou, Nikolas (1)

cotter, john (1)

Vinod, Hrishikesh (1)

Akhmadeev, Ravil (1)

Cites to:

EECKHOUDT, LOUIS (7)

French, Kenneth (5)

Fama, Eugene (4)

Horowitz, Joel (4)

Thaler, Richard (4)

Constantinides, George (3)

Kuosmanen, Timo (3)

Deck, Cary (3)

Li, Youwei (3)

Perrakis, Stylianos (3)

Whang, Yoon-Jae (3)

Main data

Where Yi Fang has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Yi Fang (2025 and 2024)

YearTitle of citing document
2025The reference interval in higher-order stochastic dominance. (2024). Wu, Qinyu ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2411.15401.

Full description at Econpapers || Download paper

2025Measures of stochastic non-dominance in portfolio optimization. (2025). Junov, Jana ; Kopa, Milo. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:269-283.

Full description at Econpapers || Download paper

2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

Full description at Econpapers || Download paper

2024Portfolio choice algorithms, including exact stochastic dominance. (2024). Vinod, H D. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000967.

Full description at Econpapers || Download paper

2024Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty. (2024). Mendivil, F ; Torre, D ; Rocca, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04372-x.

Full description at Econpapers || Download paper

Works by Yi Fang:

YearTitleTypeCited
2017Higher-degree stochastic dominance optimality and efficiency In: European Journal of Operational Research.
[Full Text][Citation analysis]		article18
2012Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2022Crash probability anomaly in the Chinese stock market In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Optimal portfolio choice for higher-order risk averters In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2015Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance In: Management Science.
[Full Text][Citation analysis]		article12
2014Fund Manager Characteristics and Performance In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2014Fund Manager Characteristics and Performance.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper

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