Advanced search
Publication Cover
Quantitative Finance Volume 19, 2019 - Issue 10
Submit an article Journal homepage
384
Views
3
CrossRef citations to date
0
Altmetric
Features

The Aumann-Serrano risk factor and asset pricing: evidence from the Chinese A-share market

Jianhua GangChina Financial Policy Research Center, School of Finance, Renmin University of China, Beijing, People’s Republic of ChinaView further author information
,
Zongxin QianChina Financial Policy Research Center, School of Finance, Renmin University of China, Beijing, People’s Republic of ChinaCorrespondence[email protected]
View further author information
&
Fan ChenTepper School of Business, Carnegie Mellon University, Pittsburgh, PA, USAView further author information
Pages 1599-1608 | Received 22 Oct 2017, Accepted 29 Mar 2019, Published online: 21 May 2019

Citations (3)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Bui Thanh Khoa & Tran Trong Huynh. (2023) The value premium and uncertainty: An approach by support vector regression algorithm. Cogent Economics & Finance 11:1.
Read now

Articles from other publishers (2)

Debao Hu, Xin Li, George Xiang & Qiyao Zhou. (2023) Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. Pacific-Basin Finance Journal 79, pages 102053.
Crossref
Doron Nisani, Amit Shelef & Or David. (2023) Putting the Aumann–Serrano Riskiness Index to work. Review of Accounting and Finance 22:1, pages 84-122.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.