Jun He
Post
Research
Note
Data
Bergen
🌞
Fousseni Chabi-Yo
← Papers reviewed on this blog
[2022 JFE]
因子动物园之外,那种没人定价的「一起崩」
Multivariate Crash Risk
Jun 2026
[2008 RFS]
定价核的「测谎仪」,为什么要请进期权?
Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Jun 2026