University of Waterloo
Ruihong Jiang is a current Ph.D. candidate in Actuarial Science, at the Department of Statistics and Actuarial Science, University of Waterloo. His research interests are applying mathematical and statistical methods in investment problems such as portfolio selection.
Articles by Ruihong Jiang
The statistics of capture ratios
This paper investigates the statistical problem of estimating the capture ratio based on a finite number of observations of a fund’s returns.