• Email: lingxiao@wustl.edu.

  • Address: One Brookings Drive, Campus Box 1208, St. Louis, MO 63130, USA.

  • R package for comparing asset pricing models when each factor can take the role of risk factor or non-risk factor can be found here, in which all source codes are written in C++. [dropbox link]

  • R package for comparing restricted asset pricing models when Market is always a pricing factor can be found here, in which all source codes are written in C++. [dropbox link]

  • I use Rcpp which offer a seamless integration of R and C++ in my codes. Rcpp's Documentation can be found here.

  • I also use Armadillo, a C++ library for linear algebra and computation in my R codes. Armadillo's Documentation can be found here.

  • I use the Center for High Performance Computing (CHPC) and UNIX operating system for conducting computationally-intense research projects. CHPC website can be found here.