Hong An Jack Huang

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  • Ralph S J Koijen, Yacine A¨ıt-Sahalia, Lieven Baele, Bo Becker, Jonathan Berk, Lans Bovenberg +30 others
  • 2007
I use structural portfolio management models to study the joint cross-sectional distribution of managerial ability and risk preferences using manager-level data. The economic restrictions following from theory imply that (i) fund alphas reflect the manager's ability and risk preferences and that (ii) information in second moments of fund returns can be used(More)
—In this paper, the problem of tracking convoys using Ground Moving Target Indicator (GMTI) radar systems is investigated. Some relevant techniques are reviewed. An approach to exploit group information, road map, and Doppler blindness information in convoy tracking is proposed. Simulated measurement data are used to evaluate the performance against a(More)
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