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Ho, Tu; Lv, Jin Roc; Schultz, Emma - In: Pacific-Basin finance journal 65 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013252821

Mean-variance asset liability management with state-dependent risk aversion

Zhang, Yan; Wu, Yonghong; Li, Shuang; Wiwatanapataphee, … - In: North American actuarial journal 21 (2017) 1, pp. 87-106

Persistent link: https://www.econbiz.de/10011857982

Coal Price Shock Propagation Through Industry Portfolio Connectedness in China's Stock Market : Quantile Coherency Network Modelling and Shock Decomposition Analysis

Zhang, Yan; Xu, Yushi; Zhu, Xintong; Huang, Jionghao - 2023

The long and continuing coal-dominated energy structure in China makes it important to investigate the impact of coal price shocks on China’s financial markets. This study identifies whether volatilities in coal market may propagate between sectoral equity markets through the heterogeneous...

Persistent link: https://www.econbiz.de/10014354495

The pricing of liquidity risk on the Shanghai stock market

Ho, Tsung-wu; Chang, Shu-Hwa - In: International review of economics & finance : IREF 38 (2015), pp. 112-130

Persistent link: https://www.econbiz.de/10011572341

Is there more to asset price linkages in China than meets the eye : cross-asset momentum and the role of hybrid funds

Wang, Xiaowei; Wang, Rui; Yichun, Zhang - In: International review of financial analysis 95 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015145263

Stochastic orders and distortion risk contribution ratio measures

Zhang, Yiying - In: Insurance : mathematics and economics 118 (2024), pp. 104-122

Persistent link: https://www.econbiz.de/10015067027

Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery

Yong, Yaodi; Cheung, Ka Chun; Zhang, Yiying - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 738-766

Persistent link: https://www.econbiz.de/10015154573

Contrarian flows, consumption and expected stock returns

Zhang, Yuzhao - In: Journal of banking & finance 42 (2014), pp. 101-111

Persistent link: https://www.econbiz.de/10010408421

Comparisons on aggregate risks from two sets of heterogeneous portfolios

Zhang, Yiying; Zhao, Peng - In: Insurance / Mathematics & economics 65 (2015), pp. 124-135

Persistent link: https://www.econbiz.de/10011422894

Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios

Balakrishnan, Narayanaswamy; Zhang, Yiying; Zhao, Peng - In: Scandinavian actuarial journal (2018) 1, pp. 23-41

Persistent link: https://www.econbiz.de/10011880796