Zhang, Jin E, Eric C. Chang, and Huimin Zhao. Market Excess Returns, Variance and the Third Cumulant. International Review of Finance, 2020, 20 (3): 605-637.
朱克江. 开启科创金融引领发展的新动能. 科技与金融, 2020 (33): 60-67.
Chen, S. N. , and Y. Gu. Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property. Review of Quantitative Finance and Accounting, 2020, 56 (4): 1357–1397.
Jiang, Fuxiu, Zhan Jiang, and Kenneth A. Kim . Capital Markets, Financial Institutions, and Corporate Finance in China. Journal of Corporate Finance, 2020, 63: 101309.
Harvey, Campbell R., and Yan Liu. Lucky Factors?. Journal of Financial Economics, 2020, 141 (2): 413-435.
Tadese, Mekonnen, and Samuel Drapeau. Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall. Insurance Mathematics & Economics, 2020, 93: 387-399.
Meng, Yu. CalPERS Prepares for the Long-Haul. The Wall Street Journal, 2020.
Feng, Gavin, Stefano Giglio, and Dacheng Xiu. Taming the Factor Zoo: A Test of New Factors. Journal of Finance, 2020, 75 (3): 1327-1370.
Luk, Paul ; Zheng, Tianxiao. Foreign Direct Investment and Debt Financing in Emerging Economies. Journal of Money, Credit and Banking, 2020, 52 (4): 863-905.
朱克江. 后疫情时代长效风险保障机制建设. 保险业风险观察, 2020.
学术活动
more >>