Testing the APT with the Maximum Sharpe Ratio of Extracted Factors. - Chu Zhang 003 (Manag. Sci., 2009)

On the Number of State Variables in Options Pricing. - Gang Li 004; Chu Zhang 003 (Manag. Sci., 2010)

Corporate Payout Policy and Credit Risk: Evidence from Credit Default Swap Markets. - Chengzhu Sun; Shujing Wang 007; Chu Zhang 003 (Manag. Sci., 2021)

Testing Pricing Errors of Models with Latent Factors and Firm Characteristics as Covariances. - Chu Zhang 003 (Manag. Sci., 2024)