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A closed-form mean-variance-sk...
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Asymmetric signals and skewness
Zhen, Fang
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Economic modelling
90
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2020
),
pp. 32-42
Persistent link: https://www.econbiz.de/10012428025
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The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
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pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
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Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
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Left-tail risk in China
Zhen, Fang
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012492133
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Risk aversion, informative noise trading, and long-lived information
Zhou, Deqing
;
Zhen, Fang
- In:
Economic modelling
97
(
2021
),
pp. 247-254
Persistent link: https://www.econbiz.de/10012793421
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Testing and forecasting price jumps with return moments
Zhen, Fang
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
International review of finance : the official journal …
25
(
2025
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10015334594
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Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
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Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
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Investor sentiment, property nature and corporate investment efficiency : based on the mediation mechanism in credit financing
Huang, Hongbin
;
Jin, Guanghui
;
Chen, Jingnan
- In:
China finance review international
6
(
2016
)
1
,
pp. 56-76
Persistent link: https://www.econbiz.de/10011722593
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Beware of popular kids bearing gifts : a framed field experiment
Chen, Jingnan
;
Houser, Daniel
;
Montinari, Natalia
; …
- In:
Journal of economic behavior & organization : JEBO
132
(
2016
)
1
,
pp. 104-120
Persistent link: https://www.econbiz.de/10011703087
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