Study on the systemic risk of China's stock markets under risk-neutral conditions
Shibo Dai, Handong Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Dai, Shibo ; Li, Handong |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 1, p. 54-79
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| Subject: | Stochastic Discount Factor | Risk Neutrality | Tail Risk | Shanghai Index | Hang Seng Index | China | Aktienmarkt | Stock market | Risiko | Risk | Shanghai | Diskontierung | Discounting | Aktienindex | Stock index | CAPM | Systemrisiko | Systemic risk | Hongkong | Hong Kong | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2019.91005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116669