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The price of correlation risk : evidence from Chinese stock market
Deng, Yiwen
;
Liu, Chen
;
Zheng, Zhenlong
- In:
China finance review international
4
(
2014
)
4
,
pp. 343-359
Persistent link: https://www.econbiz.de/10011339002
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Expectile CAPM
Hu, Wei
;
Zheng, Zhenlong
- In:
Economic modelling
88
(
2020
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
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