1. Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds Open Access Author: Zhong, Zhaodong Title: Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds Graduate Program: Business Administration Keywords: hedge fundsperformancealphaflowscapacity constraintscounter-factual analysis File: Download Zhaodong-Zhong-Dissertation-final.pdf Committee Members: Quanwei Cao, Committee Chair/Co-ChairJingzhi Huang, Committee Chair/Co-ChairWilliam Kracaw, Committee MemberDennis Kon Jin Lin, Committee Member
2. feature screening and variable selection for ultrahigh dimensional data analysis Open Access Author: Zhong, Wei Title: feature screening and variable selection for ultrahigh dimensional data analysis Graduate Program: Statistics Keywords: ultrahigh dimensionalitydistance correlationfeature screeningsure screening propertyvariable selection File: Download PhD-Dissertation-Wei-Zhong-2012.pdf Committee Members: Runze Li, Dissertation Advisor/Co-AdvisorRunze Li, Committee Chair/Co-ChairBruce G Lindsay, Committee MemberDennis Kon Jin Lin, Committee MemberJingzhi Huang, Committee Member
3. Nonparametric Independence Screening And Test-based Screening Via The Variance Of The Regression Function Open Access Author: Song, Won Chul Title: Nonparametric Independence Screening And Test-based Screening Via The Variance Of The Regression Function Graduate Program: Statistics Keywords: Sure independence screeningtest-based screeningUltrahigh dimensionality File: Download WonchulSong_Dissertation.pdf Committee Members: Michael G Akritas, Dissertation Advisor/Co-AdvisorRunze Li, Committee MemberDennis Kon Jin Lin, Committee MemberJingzhi Huang, Special Member