4
H index
2
i10 index
49
Citations
Yi Fang : Citation Profile
Jilin University | RESEARCH PRODUCTION: 5 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2012 - 2022). 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:
| Cites to:
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Main data
Where Yi Fang has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Yi Fang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The reference interval in higher-order stochastic dominance. (2025). Wu, Qinyu ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2411.15401. Full description at Econpapers || Download paper |
| 2025 | Measures 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 |
| 2025 | The cost of uninformed market timing. (2025). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:724-731. Full description at Econpapers || Download paper |
| 2024 | Enhancing 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 |
| 2024 | Portfolio choice algorithms, including exact stochastic dominance. (2024). Vinod, Hrishikesh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000967. Full description at Econpapers || Download paper |
| 2025 | Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408. Full description at Econpapers || Download paper |
| 2025 | Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440. Full description at Econpapers || Download paper |
| 2024 | Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty. (2024). Rocca, M ; Mendivil, F ; Torre, D. 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Higher-degree stochastic dominance optimality and efficiency In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 19 |
| 2012 | Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Crash probability anomaly in the Chinese stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | Optimal portfolio choice for higher-order risk averters In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2015 | Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance In: Management Science. [Full Text][Citation analysis] | article | 12 |
| 2014 | Fund Manager Characteristics and Performance In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Fund 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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