Follow
Fang Zhen
Title
Cited by
Cited by
Year
The skewness implied in the Heston model and its application
JE Zhang, F Zhen, X Sun, H Zhao
Journal of Futures Markets 37 (3), 211-237, 2017
292017
Left-tail risk in China
F Zhen, X Ruan, JE Zhang
Pacific-Basin Finance Journal 63, 101391, 2020
242020
Dissecting skewness under affine jump-diffusions
F Zhen, JE Zhang
Studies in Nonlinear Dynamics & Econometrics 24 (4), 2019
72019
Asymmetric signals and skewness
F Zhen
Economic Modelling 90, 32-42, 2020
32020
A closed-form mean-variance-skewness portfolio strategy
F Zhen, J Chen
Finance Research Letters, 102933, 2022
22022
Risk aversion, informative noise trading, and long-lived information
D Zhou, F Zhen
Economic Modelling 97, 247-254, 2021
22021
On the Impacts of Overconfidence under Information Diversity
D Zhou, F Zhen
International Review of Finance, 2019
22019
Essays on Skewness
F Zhen
University of Otago, 2017
2017
The system can't perform the operation now. Try again later.
Articles 1–8