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 2 4 29 0 5 11 74
Asymmetric signals and skewness 0 0 0 10 0 1 2 58
Dissecting skewness under affine jump-diffusions 0 0 0 21 0 0 3 55
Left-tail risk in China 0 0 1 26 0 1 6 91
Market volatility and skewness risks in China 0 0 0 0 1 1 1 1
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 2 16 0 2 6 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 1 2 26 0 2 4 86
Total Journal Articles 0 3 10 138 1 12 34 437


Statistics updated 2025-05-12