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How is the change in left-tail risk priced in China?
Pacific-Basin Finance Journal
◽
10.1016/j.pacfin.2021.101703
◽
2021
◽
pp. 101703
Author(s):
Kaisi Sun Sun
◽
Hui Wang Wang
◽
Yifeng Zhu
Keyword(s):
Tail Risk
◽
Left Tail
Download Full-text
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References
Measuring left-tail risk of fish species
Ocean & Coastal Management
◽
10.1016/j.ocecoaman.2021.105872
◽
2021
◽
Vol 213
◽
pp. 105872
Author(s):
Itsaso Lopetegui
◽
Ikerne del Valle
Keyword(s):
Fish Species
◽
Tail Risk
◽
Left Tail
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The Economic Value of Forecasting Left-Tail Risk
CFA Digest
◽
10.2469/dig.v46.n11.6
◽
2016
◽
Vol 46
(11)
◽
Author(s):
Jakub M. Szudejko
Keyword(s):
Economic Value
◽
Tail Risk
◽
Left Tail
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How Does the Change in Left-Tail Risk Priced in China?
SSRN Electronic Journal
◽
10.2139/ssrn.3777383
◽
2021
◽
Author(s):
Kaisi Sun
◽
Hui Wang
◽
Yifeng Zhu
Keyword(s):
Tail Risk
◽
Left Tail
Download Full-text
Left-tail risk in China
Pacific-Basin Finance Journal
◽
10.1016/j.pacfin.2020.101391
◽
2020
◽
Vol 63
◽
pp. 101391
Author(s):
Fang Zhen
◽
Xinfeng Ruan
◽
Jin E. Zhang
Keyword(s):
Tail Risk
◽
Left Tail
Download Full-text
The Economic Value of Forecasting Left-Tail Risk
The Journal of Portfolio Management
◽
10.3905/jpm.2016.42.3.114
◽
2016
◽
Vol 42
(3)
◽
pp. 114-123
◽
Cited By ~ 4
Author(s):
James X. Xiong
◽
Thomas M. Idzorek
◽
Roger G. Ibbotson
Keyword(s):
Economic Value
◽
Tail Risk
◽
Left Tail
Download Full-text
Tail Risk in Pension Funds: An Analysis Using ARCH Models and Bilinear Processes
CFA Digest
◽
10.2469/dig.v45.n1.5
◽
2015
◽
Vol 45
(1)
◽
Author(s):
Michal Szudejko
Keyword(s):
Pension Funds
◽
Tail Risk
◽
Arch Models
Download Full-text
Impact of Price Limits on Tail Risk
Asian Review of Financial Research
◽
10.37197/arfr.2018.31.2.4
◽
2018
◽
Vol 31
(2)
◽
pp. 259-301
Author(s):
Sekyung Oh
◽
◽
Hyukdo Kee
Keyword(s):
Price Limits
◽
Tail Risk
Download Full-text
Capturing fat-tail risk in exchange rate returns using SU curves: a comparison with the normal mixture and skewed Student distributions
The Journal of Risk
◽
10.21314/jor.2007.163
◽
2007
◽
Vol 10
(2)
◽
pp. 73-100
◽
Cited By ~ 7
Author(s):
Pedro Gurrola
Keyword(s):
Exchange Rate
◽
Normal Mixture
◽
Tail Risk
◽
Fat Tail
Download Full-text
Validation of index and benchmark assignment: adequacy of capturing tail risk
The Journal of Risk Model Validation
◽
10.21314/jrmv.2019.214
◽
2019
◽
pp. 71-105
Author(s):
Lukasz Prorokowski
Keyword(s):
Tail Risk
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Analyzing Tail Risk Using Crisis Utility Rankings
SSRN Electronic Journal
◽
10.2139/ssrn.1710705
◽
2010
◽
Author(s):
Kendrick Wakeman
Keyword(s):
Tail Risk
Download Full-text
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