Zhen Shi

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

V Agarwal, GO Aragon, Z Shi

Journal article  |  2019  |  Journal of Financial and Quantitative Analysis

We examine liquidity transformation by funds of hedge funds (FoFs) by developing a new measure, illiquidity gap, that captures the..

Who benefits in a crisis? Evidence from hedge fund stock and option holdings

GO Aragon, JS Martin, Z Shi

Journal article  |  2019  |  Journal of Financial Economics

We use a unique data set of hedge fund long equity and equity option positions to investigate a significant lockup-related premium..

MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES

Joachim Inkmann, David Blake, Zhen Shi

Journal article  |  2017  |  Journal of Risk and Insurance

Life-cycle patterns in the design and adoption of default funds in DC pension plans

Joachim Inkmann, Zhen Shi

Journal article  |  2016  |  Journal of Pension Economics and Finance

Parametric Portfolio Policies in the Surplus Consumption Ratio

Joachim Inkmann, Zhen Shi

Journal article  |  2015  |  International Review of Finance

Short-horizon regulation for long-term investors

Zhen Shi, Bas JM Werker

Journal article  |  2012  |  Journal of Banking & Finance

Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

Z Shi, BJM Werker

Report  |  2011

Pension fund portfolio wealth under short-term regulation. (Netspar Discussion Paper No. 12/2009-054 )

Z SHI, BJM Werker

Report  |  2009

Annuitization and retirement timing decisions

Z SHI

Report  |  2009