Raymond Kan

According to our database, Raymond Kan authored at least 6 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

A fast algorithm for computing product moments of multivariate normal random variables.

Raymond Kan, Jiening Pan

Commun. Stat. Simul. Comput., September, 2025

Stock Return Autocorrelations and Expected Option Returns.

Yoontae Jeon, Raymond Kan, Gang Li

Manag. Sci., 2025

2022

Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case.

Raymond Kan, Xiaolu Wang, Guofu Zhou

Manag. Sci., 2022

2016

The Exact Distribution of the Hansen-Jagannathan Bound.

Raymond Kan, Cesare Robotti

Manag. Sci., 2016

2013

On the moments of ratios of quadratic forms in normal random variables.

Yong Bao, Raymond Kan

J. Multivar. Anal., 2013

2008

The Distribution of the Sample Minimum-Variance Frontier.

Raymond Kan, Daniel R. Smith

Manag. Sci., 2008