百晓学者学者目录

甄芳

副教授、助理教授、教授，中央财经大学

精选作品

期刊论文

2025

Monetary policy and oil volatility smirk

Yuan Tian, Junzhu Zhao, Fang Zhen

International Review Of Financial Analysis，Vol. 104

DOI

2025

Market volatility and skewness risks in China

Fang Zhen

International Review Of Economics & Finance，Vol. 99

DOI

2025

Testing and forecasting price jumps with return moments

Fang Zhen, Xinfeng Ruan, Jin E. Zhang

International Review Of Finance，Vol. 250, No. 10

DOI

2022

A closed-form mean-variance-skewness portfolio strategy

Fang Zhen, Jingnan Chen

Finance Research Letters，Vol. 47

DOI

2021

Risk aversion, informative noise trading, and long-lived information

Deqing Zhou, Fang Zhen

Economic Modelling，Vol. 97

DOI

2021

On the Impacts of Overconfidence under Information Diversity

Deqing Zhou, Fang Zhen

International Review Of Finance，Vol. 210, No. 10

DOI

2020

Left-tail risk in China

Fang Zhen, Xinfeng Ruan, Jin E. Zhang

Pacific-Basin Finance Journal，Vol. 63

DOI

2020

Asymmetric signals and skewness

Fang Zhen

Economic Modelling，Vol. 90

DOI

2017

The Skewness Implied in the Heston Model and Its Application

Jin E. Zhang, Fang Zhen, Xiaoxia Sun, Huimin Zhao

Journal Of Futures Markets，Vol. 370, No. 30

DOI

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