Access Statistics for Fang Zhen

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closed-form mean–variance–skewness portfolio strategy 0 0 3 29 0 0 8 74
Asymmetric signals and skewness 0 0 0 10 0 0 2 58
Dissecting skewness under affine jump-diffusions 0 0 0 21 0 0 2 55
Left-tail risk in China 0 0 1 26 0 0 4 91
Market volatility and skewness risks in China 0 0 0 0 0 2 2 2
On the Impacts of Overconfidence under Information Diversity 0 0 1 10 0 0 1 27
Risk aversion, informative noise trading, and long-lived information 0 0 0 16 0 0 4 45
Testing and forecasting price jumps with return moments 0 0 0 0 0 0 0 0
The Skewness Implied in the Heston Model and Its Application 0 0 1 26 0 0 2 86
Total Journal Articles 0 0 6 138 0 2 25 438


Statistics updated 2025-07-04