Study on the systemic risk of China's stock markets under risk-neutral conditions
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
|
Subject: | Stochastic Discount Factor | Risk Neutrality | Tail Risk | Shanghai Index | Hang Seng Index | China | Risiko | Risk | Aktienmarkt | Stock market | Shanghai | Aktienindex | Stock index | Systemrisiko | Systemic risk | Hongkong | Hong Kong | Diskontierung | Discounting | Risikoneutralität | Risk neutrality | CAPM |
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