Pengfei Sun

Erasmus University Rotterdam (EUR)

Zuid-Holland

Netherlands

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

404

TOTAL CITATIONS

9

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

The Drivers of Downside Equity Tail Risk

Number of pages: 36 Posted: 27 Mar 2013

Kyle Moore, Pengfei Sun, Casper G. de Vries and Chen Zhou

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)

Downloads 219 (302,009)

Citation 3

Abstract:

2.

The Cross-Section of Tail Risks in Stock Returns

Number of pages: 23 Posted: 27 Mar 2013

Kyle Moore, Pengfei Sun, Casper G. de Vries and Chen Zhou

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and De Nederlandsche Bank

Downloads 185 (353,661)

Citation 6

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .