The Distribution of the Sample Minimum-Variance Frontier. - Raymond Kan; Daniel R. Smith (Manag. Sci., 2008)

On the moments of ratios of quadratic forms in normal random variables. - Yong Bao; Raymond Kan (J. Multivar. Anal., 2013)

The Exact Distribution of the Hansen-Jagannathan Bound. - Raymond Kan; Cesare Robotti (Manag. Sci., 2016)

Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case. - Raymond Kan; Xiaolu Wang; Guofu Zhou (Manag. Sci., 2022)

Stock Return Autocorrelations and Expected Option Returns. - Yoontae Jeon; Raymond Kan; Gang Li (Manag. Sci., 2025)