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 1 31 1 2 15 92
Asymmetric signals and skewness 0 0 0 10 0 1 8 68
Dissecting skewness under affine jump-diffusions 0 0 0 22 0 1 8 64
Left-tail risk in China 0 1 1 27 1 2 13 104
Market volatility and skewness risks in China 0 0 3 3 2 9 36 38
On the Impacts of Overconfidence under Information Diversity 0 0 0 10 0 0 7 34
Risk aversion, informative noise trading, and long-lived information 0 0 0 16 2 3 12 57
Testing and forecasting price jumps with return moments 0 0 0 0 1 1 12 12
The Skewness Implied in the Heston Model and Its Application 0 2 2 28 0 2 5 91
Total Journal Articles 0 3 7 147 7 21 116 560


Statistics updated 2026-08-07