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 1 2 31 2 7 16 90
Asymmetric signals and skewness 0 0 0 10 2 4 9 67
Dissecting skewness under affine jump-diffusions 0 0 1 22 3 4 8 63
Left-tail risk in China 0 0 0 26 3 5 11 102
Market volatility and skewness risks in China 0 1 3 3 3 15 28 29
On the Impacts of Overconfidence under Information Diversity 0 0 0 10 2 2 7 34
Risk aversion, informative noise trading, and long-lived information 0 0 0 16 3 4 9 54
Testing and forecasting price jumps with return moments 0 0 0 0 2 7 11 11
The Skewness Implied in the Heston Model and Its Application 0 0 0 26 0 0 3 89
Total Journal Articles 0 2 6 144 20 48 102 539


Statistics updated 2026-05-06