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Details about Fang Zhen

Workplace:China Economics and Management Academy, Central University of Finance and Economics (CUFE), (more information at EDIRC)

Access statistics for papers by Fang Zhen.

Last updated 2025-04-15. Update your information in the RePEc Author Service.

Short-id: pzh737

Jump to Journal Articles

Journal Articles

2025

  1. Market volatility and skewness risks in China
    International Review of Economics & Finance, 2025, 99, (C) Downloads
  2. Testing and forecasting price jumps with return moments
    International Review of Finance, 2025, 25, (1) Downloads

2022

  1. A closed-form mean–variance–skewness portfolio strategy
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (2)

2021

  1. On the Impacts of Overconfidence under Information Diversity
    International Review of Finance, 2021, 21, (1), 345-357 Downloads
  2. Risk aversion, informative noise trading, and long-lived information
    Economic Modelling, 2021, 97, (C), 247-254 Downloads

2020

  1. Asymmetric signals and skewness
    Economic Modelling, 2020, 90, (C), 32-42 Downloads
  2. Dissecting skewness under affine jump-diffusions
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 19 Downloads View citations (1)
  3. Left-tail risk in China
    Pacific-Basin Finance Journal, 2020, 63, (C) Downloads View citations (11)

2017

  1. The Skewness Implied in the Heston Model and Its Application
    Journal of Futures Markets, 2017, 37, (3), 211-237 Downloads View citations (10)
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