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 | 30 | 2017 |
Left-tail risk in China F Zhen, X Ruan, JE Zhang Pacific-Basin Finance Journal 63, 101391, 2020 | 26 | 2020 |
Dissecting skewness under affine jump-diffusions F Zhen, JE Zhang Studies in Nonlinear Dynamics & Econometrics 24 (4), 2019 | 7 | 2019 |
A closed-form mean-variance-skewness portfolio strategy F Zhen, J Chen Finance Research Letters, 102933, 2022 | 3 | 2022 |
Risk aversion, informative noise trading, and long-lived information D Zhou, F Zhen Economic Modelling 97, 247-254, 2021 | 3 | 2021 |
Asymmetric signals and skewness F Zhen Economic Modelling 90, 32-42, 2020 | 3 | 2020 |
On the Impacts of Overconfidence under Information Diversity D Zhou, F Zhen International Review of Finance, 2019 | 2 | 2019 |
Essays on Skewness F Zhen University of Otago, 2017 | | 2017 |