Publications

Songrun He, Asaf Manela, Omri Ross, Victor von Wachter (2023). Fundamentals of Perpetual Futures.

SSRN

Ilias Filippou, Songrun He, Sophia Zhengzi Li, Guofu Zhou (2023). ETFs, Anomalies and Market Efficiency.

SSRN

Songrun He, Jiaen Li, Guofu Zhou (2023). How Accurate Are Survey Forecasts on the Market.

SSRN

Songrun He, Ming Yuan, Guofu Zhou (2022). Principal Portfollios: The Multi-Signal Case.

SSRN