Jun He
Post
Research
Note
Data
Bergen
🌞
Jun Tu
← Papers reviewed on this blog
[2007 RFS]
涨时各走各的,跌时一起跳水:给「不对称」一把无关模型的尺子
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Jun 2026
[2004 JFE]
正态分布被数据一票否决,你的组合却几乎毫发无伤
Data-generating Process Uncertainty: What Difference Does it Make in Portfolio Decisions?
Jun 2026