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Robust risk choice under high-water mark contract
Mu, Congming; Yan, Jingzhou; Yang, Jinqiang - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 295-322
Persistent link: https://www.econbiz.de/10014342032
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Optimal risk taking under high-water mark contract with jump risk
Mu, Congming; Yan, Jingzhou; Liang, Zhian - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
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Robust risk-taking under a sustainable constraint
Xu, Jiawen; Luo, Deqing; Yan, Jingzhou; Wu, Xiaoping - In: Operations research letters 50 (2022) 3, pp. 246-253
Persistent link: https://www.econbiz.de/10013364082
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Robust leverage choice of hedge funds with rare disasters
Yan, Jingzhou; Mu, Congming; Yan, Qianhui; Luo, Deqing - In: Finance research letters 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014472621
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Does equity premium puzzle exist in China : an analysis with the robust inference method
Mao, Jie; Yan, Qianhui; Yao, Xin - In: Applied economics 56 (2024) 59, pp. 8860-8866
Persistent link: https://www.econbiz.de/10015141954