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Gao Ya

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Supervisor of Doctorate Candidates

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Date of Birth:1991-10-25

Gender:Female

Alma Mater:天津大学

Degree:Doctoral Degree

Discipline:Finance

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Home > Scientific Research > Paper Publications

Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China

Release Time:2022-10-05 Hits:

Date of Publication:2022-10-05

Journal:INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

Volume:76

ISSN:1057-5219

Key Words:"Extreme returns; Crash probability; Jackpot probability; Portfolio strategies"

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