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 2 30 1 6 13 84
Asymmetric signals and skewness 0 0 0 10 2 5 8 65
Dissecting skewness under affine jump-diffusions 0 0 1 22 0 2 4 59
Left-tail risk in China 0 0 0 26 1 4 7 98
Market volatility and skewness risks in China 0 0 2 2 5 11 19 19
On the Impacts of Overconfidence under Information Diversity 0 0 0 10 0 5 5 32
Risk aversion, informative noise trading, and long-lived information 0 0 0 16 0 3 6 50
Testing and forecasting price jumps with return moments 0 0 0 0 3 4 7 7
The Skewness Implied in the Heston Model and Its Application 0 0 0 26 0 3 4 89
Total Journal Articles 0 0 5 142 12 43 73 503


Statistics updated 2026-03-04