Bing Zhu

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

SCHOLARLY PAPERS

1

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75

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0

Scholarly Papers (1)

1.

The Pricing of Spatial Linkages in Companies’ Underlying Assets

Number of pages: 51 Posted: 24 Feb 2017
Bing Zhu and Stanimira Milcheva
University of Cambridge - Faculty of Economics and University College London
Downloads 75 (690,400)

Abstract:

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Asset pricing, Factor Models, Spatial Weights, Properties, Distance, Hedging Strategies