Bing Zhu

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

49

SSRN CITATIONS

0

CROSSREF CITATIONS

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 49 (400,562)

Abstract:

Loading...

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