Feng Zhao

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5910-2509

Publications

• Neglected Risks in the Communication of Residential Mortgage-Backed Securities Offerings — The Journal of Finance 2024
• It Depends On When You Search — Management Information Systems Quarterly 2023 (name-matched, not ORCID-linked)
• Unspanned Global Macro Risks in Bond Returns — Management Science 2021
• Cautious Risk Takers: Investor Preferences and Demand for Active Management — The Journal of Finance 2019
• Subprime Mortgage Defaults and Credit Default Swaps — The Journal of Finance 2015
• Probability weighting functions implied in options prices — Journal of Financial Economics 2013
• Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices — The Review of Financial Studies 2009
• Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? — The Journal of Finance 2007
• Downside Loss Aversion and Portfolio Management — Management Science 2006
• Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives — The Journal of Finance 2006