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Conditional extreme risk, black swan hedging, and asset prices

Rhee, S. Ghon; Wu, Feng - In: Journal of empirical finance 58 (2020), pp. 412-435

Persistent link: https://www.econbiz.de/10012430713

Extreme downside risk and expected stock returns

Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Wu, Feng - In: Journal of banking & finance 36 (2012) 5, pp. 1492-1502

Persistent link: https://www.econbiz.de/10009615797

Efficient estimation of risk preferences

Wu, Feng; Guan, Zhengfei - In: American journal of agricultural economics 100 (2018) 4, pp. 1172-1185

Persistent link: https://www.econbiz.de/10011959849

Modeling heterogeneous risk preferences

Guan, Zhengfei; Wu, Feng - In: Agricultural finance review 77 (2017) 2, pp. 324-336

Persistent link: https://www.econbiz.de/10011700050

The efficacy of a forward market for the agricultural sector in mitigating climate risk : a potential alternative to agricultural subsidies?

Nan, Qiuying; Sun, Mengchan; Nie, Jiajia; Yang, Rui; … - In: Finance research letters 55 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014473534

The market for real estate presales : a theoretical approach

Edelstein, Robert H.; Liu, Peng; Wu, Fang - In: The journal of real estate finance and economics 45 (2012) 1, pp. 30-48

Persistent link: https://www.econbiz.de/10009581768

Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy

Konchitchki, Yaniv - 2015

We hypothesize that earnings downside risk, capturing the expectation for future downward operating performance, contains distinct information about firm risk and varies with cost of capital in the cross section of firms. Consistent with the validity of the earnings downside risk measure, we...

Persistent link: https://www.econbiz.de/10013020544