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 30 3 5 14 83
Asymmetric signals and skewness 0 0 0 10 2 3 6 63
Dissecting skewness under affine jump-diffusions 0 0 1 22 1 3 4 59
Left-tail risk in China 0 0 0 26 3 5 7 97
Market volatility and skewness risks in China 0 0 2 2 3 9 14 14
On the Impacts of Overconfidence under Information Diversity 0 0 0 10 2 5 5 32
Risk aversion, informative noise trading, and long-lived information 0 0 0 16 3 4 7 50
Testing and forecasting price jumps with return moments 0 0 0 0 0 1 4 4
The Skewness Implied in the Heston Model and Its Application 0 0 1 26 1 3 5 89
Total Journal Articles 0 0 7 142 18 38 66 491


Statistics updated 2026-02-12