Similar Search Results

Execution costs, investability, and actual foreign investment in emerging markets

Ahn, Hee-Joon; Cai, Jun; Cheung, Yan-Leung - In: China Finance Review International 10 (2019) 2, pp. 143-167

Purpose: This paper focuses on execution costs as liquidity measure. Execution costs are related to volatility and are an important component of a firm’s cost of capital. The purpose of this paper is to examine whether emerging market firms have lower execution costs when they face less...

Persistent link: https://www.econbiz.de/10012067106

'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow

Cai, Jun; Cheung, Yan-Leung; Lee, Raymond S. K.; … - In: Journal of International Money and Finance 20 (2001) 3, pp. 327-347

Persistent link: https://www.econbiz.de/10005339200

Bank monitoring and the maturity structure of Japanese corporate debt issues

Cai, Jun; Cheung, Yan-Leung; Goyal, Vidhan K. - In: Pacific-Basin Finance Journal 7 (1999) 3-4, pp. 229-249

Persistent link: https://www.econbiz.de/10005351961

Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets

Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10011990589

Asymptotic equivalence of risk measures under dependence uncertainty

Cai, Jun; Liu, Haiyan; Wang, Ruodu - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 29-49

Persistent link: https://www.econbiz.de/10011969153

Optimal reinsurance from the perspectives of both an insurer and a reinsurer

Cai, Jun; Lemieux, Christiane; Liu, Fangda - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 815-849

Persistent link: https://www.econbiz.de/10011670010

Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures

Cai, Jun; Wang, Ying; Mao, Tiantian - In: Insurance / Mathematics & economics 75 (2017), pp. 105-116

Persistent link: https://www.econbiz.de/10011740761

Pareto-optimal reinsurance arrangements under general model settings

Cai, Jun; Liu, Haiyan; Wang, Ruodu - In: Insurance / Mathematics & economics 77 (2017), pp. 24-37

Persistent link: https://www.econbiz.de/10011783878

Joint insolvency analysis of a shared MAP risk process : a capital allocation application

Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei - In: North American actuarial journal 21 (2017) 2, pp. 178-192

Persistent link: https://www.econbiz.de/10011858008

Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure

Cai, Jun; Wang, Ying - In: Insurance / Mathematics & economics 100 (2021), pp. 329-349

Persistent link: https://www.econbiz.de/10012622397